Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 150.55 150.56 0.01 0.0% 150.68
High 150.71 150.66 -0.05 0.0% 151.12
Low 150.23 150.06 -0.17 -0.1% 150.08
Close 150.53 150.33 -0.20 -0.1% 150.35
Range 0.48 0.60 0.12 25.0% 1.04
ATR 0.68 0.68 -0.01 -0.9% 0.00
Volume 498,391 795,676 297,285 59.6% 3,219,899
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 152.15 151.84 150.66
R3 151.55 151.24 150.50
R2 150.95 150.95 150.44
R1 150.64 150.64 150.39 150.50
PP 150.35 150.35 150.35 150.28
S1 150.04 150.04 150.28 149.90
S2 149.75 149.75 150.22
S3 149.15 149.44 150.17
S4 148.55 148.84 150.00
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 153.64 153.03 150.92
R3 152.60 151.99 150.64
R2 151.56 151.56 150.54
R1 150.95 150.95 150.45 150.74
PP 150.52 150.52 150.52 150.41
S1 149.91 149.91 150.25 149.70
S2 149.48 149.48 150.16
S3 148.44 148.87 150.06
S4 147.40 147.83 149.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150.93 150.06 0.87 0.6% 0.61 0.4% 31% False True 602,443
10 152.47 150.06 2.41 1.6% 0.73 0.5% 11% False True 672,986
20 152.49 149.45 3.04 2.0% 0.70 0.5% 29% False False 784,021
40 152.49 147.63 4.86 3.2% 0.65 0.4% 56% False False 765,062
60 152.49 146.30 6.19 4.1% 0.60 0.4% 65% False False 544,258
80 152.49 145.46 7.03 4.7% 0.54 0.4% 69% False False 408,316
100 152.49 142.90 9.59 6.4% 0.47 0.3% 77% False False 326,656
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153.21
2.618 152.23
1.618 151.63
1.000 151.26
0.618 151.03
HIGH 150.66
0.618 150.43
0.500 150.36
0.382 150.29
LOW 150.06
0.618 149.69
1.000 149.46
1.618 149.09
2.618 148.49
4.250 147.51
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 150.36 150.39
PP 150.35 150.37
S1 150.34 150.35

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

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