Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 148.77 148.90 0.13 0.1% 147.92
High 148.97 149.25 0.28 0.2% 148.71
Low 148.57 148.82 0.25 0.2% 147.63
Close 148.76 148.93 0.17 0.1% 148.49
Range 0.40 0.43 0.03 7.5% 1.08
ATR 0.61 0.60 -0.01 -1.4% 0.00
Volume 590,951 582,033 -8,918 -1.5% 3,474,492
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 150.29 150.04 149.17
R3 149.86 149.61 149.05
R2 149.43 149.43 149.01
R1 149.18 149.18 148.97 149.31
PP 149.00 149.00 149.00 149.06
S1 148.75 148.75 148.89 148.88
S2 148.57 148.57 148.85
S3 148.14 148.32 148.81
S4 147.71 147.89 148.69
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 151.52 151.08 149.08
R3 150.44 150.00 148.79
R2 149.36 149.36 148.69
R1 148.92 148.92 148.59 149.14
PP 148.28 148.28 148.28 148.39
S1 147.84 147.84 148.39 148.06
S2 147.20 147.20 148.29
S3 146.12 146.76 148.19
S4 145.04 145.68 147.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149.25 147.63 1.62 1.1% 0.64 0.4% 80% True False 662,017
10 149.25 147.63 1.62 1.1% 0.57 0.4% 80% True False 676,086
20 149.91 147.63 2.28 1.5% 0.59 0.4% 57% False False 612,911
40 149.91 145.82 4.09 2.7% 0.55 0.4% 76% False False 309,252
60 149.91 144.28 5.63 3.8% 0.46 0.3% 83% False False 206,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 151.08
2.618 150.38
1.618 149.95
1.000 149.68
0.618 149.52
HIGH 149.25
0.618 149.09
0.500 149.04
0.382 148.98
LOW 148.82
0.618 148.55
1.000 148.39
1.618 148.12
2.618 147.69
4.250 146.99
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 149.04 148.77
PP 149.00 148.60
S1 148.97 148.44

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

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