Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 149.88 150.20 0.32 0.2% 149.22
High 150.70 150.27 -0.43 -0.3% 150.70
Low 149.86 149.81 -0.05 0.0% 149.07
Close 150.41 149.91 -0.50 -0.3% 150.41
Range 0.84 0.46 -0.38 -45.2% 1.63
ATR 0.58 0.58 0.00 0.2% 0.00
Volume 433,686 490,599 56,913 13.1% 3,038,827
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 151.38 151.10 150.16
R3 150.92 150.64 150.04
R2 150.46 150.46 149.99
R1 150.18 150.18 149.95 150.09
PP 150.00 150.00 150.00 149.95
S1 149.72 149.72 149.87 149.63
S2 149.54 149.54 149.83
S3 149.08 149.26 149.78
S4 148.62 148.80 149.66
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 154.95 154.31 151.31
R3 153.32 152.68 150.86
R2 151.69 151.69 150.71
R1 151.05 151.05 150.56 151.37
PP 150.06 150.06 150.06 150.22
S1 149.42 149.42 150.26 149.74
S2 148.43 148.43 150.11
S3 146.80 147.79 149.96
S4 145.17 146.16 149.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150.70 149.07 1.63 1.1% 0.55 0.4% 52% False False 611,635
10 150.70 147.84 2.86 1.9% 0.59 0.4% 72% False False 625,710
20 150.70 147.65 3.05 2.0% 0.58 0.4% 74% False False 617,001
40 150.70 145.72 4.98 3.3% 0.51 0.3% 84% False False 564,771
60 150.70 144.03 6.67 4.4% 0.55 0.4% 88% False False 550,563
80 150.70 142.76 7.94 5.3% 0.52 0.3% 90% False False 414,587
100 150.70 141.43 9.27 6.2% 0.45 0.3% 91% False False 331,672
120 150.70 140.90 9.80 6.5% 0.42 0.3% 92% False False 276,394
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152.23
2.618 151.47
1.618 151.01
1.000 150.73
0.618 150.55
HIGH 150.27
0.618 150.09
0.500 150.04
0.382 149.99
LOW 149.81
0.618 149.53
1.000 149.35
1.618 149.07
2.618 148.61
4.250 147.86
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 150.04 150.25
PP 150.00 150.13
S1 149.95 150.02

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

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