Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 148.21 148.90 0.69 0.5% 148.35
High 148.99 149.49 0.50 0.3% 148.78
Low 148.19 148.86 0.67 0.5% 147.65
Close 148.82 149.24 0.42 0.3% 148.42
Range 0.80 0.63 -0.17 -21.3% 1.13
ATR 0.58 0.59 0.01 1.1% 0.00
Volume 708,900 813,981 105,081 14.8% 3,495,410
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 151.09 150.79 149.59
R3 150.46 150.16 149.41
R2 149.83 149.83 149.36
R1 149.53 149.53 149.30 149.68
PP 149.20 149.20 149.20 149.27
S1 148.90 148.90 149.18 149.05
S2 148.57 148.57 149.12
S3 147.94 148.27 149.07
S4 147.31 147.64 148.89
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 151.67 151.18 149.04
R3 150.54 150.05 148.73
R2 149.41 149.41 148.63
R1 148.92 148.92 148.52 149.17
PP 148.28 148.28 148.28 148.41
S1 147.79 147.79 148.32 148.04
S2 147.15 147.15 148.21
S3 146.02 146.66 148.11
S4 144.89 145.53 147.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149.49 147.74 1.75 1.2% 0.64 0.4% 86% True False 648,090
10 149.49 147.65 1.84 1.2% 0.64 0.4% 86% True False 682,918
20 149.49 147.39 2.10 1.4% 0.52 0.3% 88% True False 592,982
40 149.49 144.90 4.59 3.1% 0.52 0.4% 95% True False 555,047
60 149.49 144.03 5.46 3.7% 0.55 0.4% 95% True False 486,203
80 149.49 142.46 7.03 4.7% 0.51 0.3% 96% True False 365,101
100 149.49 141.01 8.48 5.7% 0.43 0.3% 97% True False 292,082
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 152.17
2.618 151.14
1.618 150.51
1.000 150.12
0.618 149.88
HIGH 149.49
0.618 149.25
0.500 149.18
0.382 149.10
LOW 148.86
0.618 148.47
1.000 148.23
1.618 147.84
2.618 147.21
4.250 146.18
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 149.22 149.05
PP 149.20 148.86
S1 149.18 148.67

These figures are updated between 7pm and 10pm EST after a trading day.

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