Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 150.28 150.41 0.13 0.1% 150.20
High 150.62 151.09 0.47 0.3% 150.62
Low 150.10 150.40 0.30 0.2% 149.81
Close 150.27 150.73 0.46 0.3% 150.27
Range 0.52 0.69 0.17 32.7% 0.81
ATR 0.55 0.57 0.02 3.5% 0.00
Volume 381,717 559,054 177,337 46.5% 2,544,851
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 152.81 152.46 151.11
R3 152.12 151.77 150.92
R2 151.43 151.43 150.86
R1 151.08 151.08 150.79 151.26
PP 150.74 150.74 150.74 150.83
S1 150.39 150.39 150.67 150.57
S2 150.05 150.05 150.60
S3 149.36 149.70 150.54
S4 148.67 149.01 150.35
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 152.66 152.28 150.72
R3 151.85 151.47 150.49
R2 151.04 151.04 150.42
R1 150.66 150.66 150.34 150.85
PP 150.23 150.23 150.23 150.33
S1 149.85 149.85 150.20 150.04
S2 149.42 149.42 150.12
S3 148.61 149.04 150.05
S4 147.80 148.23 149.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.09 149.82 1.27 0.8% 0.50 0.3% 72% True False 522,661
10 151.09 149.07 2.02 1.3% 0.53 0.4% 82% True False 567,148
20 151.09 147.65 3.44 2.3% 0.58 0.4% 90% True False 614,491
40 151.09 145.85 5.24 3.5% 0.52 0.3% 93% True False 565,604
60 151.09 144.03 7.06 4.7% 0.55 0.4% 95% True False 583,299
80 151.09 143.20 7.89 5.2% 0.53 0.3% 95% True False 447,237
100 151.09 141.43 9.66 6.4% 0.47 0.3% 96% True False 357,805
120 151.09 140.90 10.19 6.8% 0.43 0.3% 96% True False 298,171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 154.02
2.618 152.90
1.618 152.21
1.000 151.78
0.618 151.52
HIGH 151.09
0.618 150.83
0.500 150.75
0.382 150.66
LOW 150.40
0.618 149.97
1.000 149.71
1.618 149.28
2.618 148.59
4.250 147.47
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 150.75 150.66
PP 150.74 150.59
S1 150.74 150.52

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

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