Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 150.26 150.76 0.50 0.3% 150.29
High 151.10 151.15 0.05 0.0% 151.15
Low 150.23 150.55 0.32 0.2% 150.06
Close 150.88 150.91 0.03 0.0% 150.91
Range 0.87 0.60 -0.27 -31.0% 1.09
ATR 0.69 0.69 -0.01 -0.9% 0.00
Volume 814,480 537,984 -276,496 -33.9% 3,215,250
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 152.67 152.39 151.24
R3 152.07 151.79 151.08
R2 151.47 151.47 151.02
R1 151.19 151.19 150.97 151.33
PP 150.87 150.87 150.87 150.94
S1 150.59 150.59 150.86 150.73
S2 150.27 150.27 150.80
S3 149.67 149.99 150.75
S4 149.07 149.39 150.58
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 153.98 153.53 151.51
R3 152.89 152.44 151.21
R2 151.80 151.80 151.11
R1 151.35 151.35 151.01 151.58
PP 150.71 150.71 150.71 150.82
S1 150.26 150.26 150.81 150.49
S2 149.62 149.62 150.71
S3 148.53 149.17 150.61
S4 147.44 148.08 150.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.15 150.06 1.09 0.7% 0.64 0.4% 78% True False 643,050
10 151.15 150.06 1.09 0.7% 0.64 0.4% 78% True False 643,514
20 152.49 149.83 2.66 1.8% 0.72 0.5% 41% False False 791,680
40 152.49 147.63 4.86 3.2% 0.64 0.4% 67% False False 754,971
60 152.49 147.20 5.29 3.5% 0.60 0.4% 70% False False 566,772
80 152.49 145.58 6.91 4.6% 0.55 0.4% 77% False False 425,221
100 152.49 143.20 9.29 6.2% 0.48 0.3% 83% False False 340,180
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153.70
2.618 152.72
1.618 152.12
1.000 151.75
0.618 151.52
HIGH 151.15
0.618 150.92
0.500 150.85
0.382 150.78
LOW 150.55
0.618 150.18
1.000 149.95
1.618 149.58
2.618 148.98
4.250 148.00
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 150.89 150.81
PP 150.87 150.71
S1 150.85 150.61

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

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