Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 149.08 149.02 -0.06 0.0% 148.49
High 149.15 149.55 0.40 0.3% 149.91
Low 148.60 148.55 -0.05 0.0% 148.49
Close 148.91 148.71 -0.20 -0.1% 149.62
Range 0.55 1.00 0.45 81.8% 1.42
ATR 0.51 0.55 0.03 6.8% 0.00
Volume 997,495 1,152,970 155,475 15.6% 201,336
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 151.94 151.32 149.26
R3 150.94 150.32 148.99
R2 149.94 149.94 148.89
R1 149.32 149.32 148.80 149.13
PP 148.94 148.94 148.94 148.84
S1 148.32 148.32 148.62 148.13
S2 147.94 147.94 148.53
S3 146.94 147.32 148.44
S4 145.94 146.32 148.16
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 153.60 153.03 150.40
R3 152.18 151.61 150.01
R2 150.76 150.76 149.88
R1 150.19 150.19 149.75 150.48
PP 149.34 149.34 149.34 149.48
S1 148.77 148.77 149.49 149.06
S2 147.92 147.92 149.36
S3 146.50 147.35 149.23
S4 145.08 145.93 148.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149.91 148.55 1.36 0.9% 0.65 0.4% 12% False True 608,451
10 149.91 148.08 1.83 1.2% 0.56 0.4% 34% False False 315,008
20 149.91 146.98 2.93 2.0% 0.51 0.3% 59% False False 160,260
40 149.91 145.58 4.33 2.9% 0.45 0.3% 72% False False 80,394
60 149.91 143.20 6.71 4.5% 0.36 0.2% 82% False False 53,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 153.80
2.618 152.17
1.618 151.17
1.000 150.55
0.618 150.17
HIGH 149.55
0.618 149.17
0.500 149.05
0.382 148.93
LOW 148.55
0.618 147.93
1.000 147.55
1.618 146.93
2.618 145.93
4.250 144.30
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 149.05 149.08
PP 148.94 148.95
S1 148.82 148.83

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

View Archives - Comment on this page... - Back to Index of Symbols