Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 150.98 151.19 0.21 0.1% 150.29
High 151.45 151.31 -0.14 -0.1% 151.15
Low 150.83 151.07 0.24 0.2% 150.06
Close 151.36 151.16 -0.20 -0.1% 150.91
Range 0.62 0.24 -0.38 -61.3% 1.09
ATR 0.68 0.66 -0.03 -4.1% 0.00
Volume 495,937 495,937 0 0.0% 3,215,250
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 151.90 151.77 151.29
R3 151.66 151.53 151.23
R2 151.42 151.42 151.20
R1 151.29 151.29 151.18 151.24
PP 151.18 151.18 151.18 151.15
S1 151.05 151.05 151.14 151.00
S2 150.94 150.94 151.12
S3 150.70 150.81 151.09
S4 150.46 150.57 151.03
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
5 151.45 150.23 1.22 0.8% 0.60 0.4% 76% False False 612,406
10 151.45 150.06 1.39 0.9% 0.61 0.4% 79% False False 607,425
20 152.49 150.02 2.47 1.6% 0.73 0.5% 46% False False 749,527
40 152.49 147.63 4.86 3.2% 0.64 0.4% 73% False False 730,579
60 152.49 147.20 5.29 3.5% 0.61 0.4% 75% False False 595,098
80 152.49 145.75 6.74 4.5% 0.56 0.4% 80% False False 446,588
100 152.49 143.73 8.76 5.8% 0.49 0.3% 85% False False 357,276
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 152.33
2.618 151.94
1.618 151.70
1.000 151.55
0.618 151.46
HIGH 151.31
0.618 151.22
0.500 151.19
0.382 151.16
LOW 151.07
0.618 150.92
1.000 150.83
1.618 150.68
2.618 150.44
4.250 150.05
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 151.19 151.13
PP 151.18 151.10
S1 151.17 151.07

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

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