Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 151.37 151.11 -0.26 -0.2% 151.17
High 151.59 151.35 -0.24 -0.2% 151.45
Low 151.08 150.97 -0.11 -0.1% 150.68
Close 151.30 151.26 -0.04 0.0% 151.27
Range 0.51 0.38 -0.13 -25.5% 0.77
ATR 0.64 0.62 -0.02 -2.9% 0.00
Volume 325,470 600,003 274,533 84.3% 2,849,552
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 152.33 152.18 151.47
R3 151.95 151.80 151.36
R2 151.57 151.57 151.33
R1 151.42 151.42 151.29 151.50
PP 151.19 151.19 151.19 151.23
S1 151.04 151.04 151.23 151.12
S2 150.81 150.81 151.19
S3 150.43 150.66 151.16
S4 150.05 150.28 151.05
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 153.44 153.13 151.69
R3 152.67 152.36 151.48
R2 151.90 151.90 151.41
R1 151.59 151.59 151.34 151.75
PP 151.13 151.13 151.13 151.21
S1 150.82 150.82 151.20 150.98
S2 150.36 150.36 151.13
S3 149.59 150.05 151.06
S4 148.82 149.28 150.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.59 150.77 0.82 0.5% 0.47 0.3% 60% False False 512,278
10 151.59 150.06 1.53 1.0% 0.57 0.4% 78% False False 592,316
20 152.49 150.06 2.43 1.6% 0.70 0.5% 49% False False 663,476
40 152.49 147.63 4.86 3.2% 0.64 0.4% 75% False False 718,197
60 152.49 147.63 4.86 3.2% 0.60 0.4% 75% False False 628,996
80 152.49 145.82 6.67 4.4% 0.57 0.4% 82% False False 472,389
100 152.49 144.13 8.36 5.5% 0.51 0.3% 85% False False 377,930
Crabel Price Patterns
NR True
NR4 True
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 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 152.97
2.618 152.34
1.618 151.96
1.000 151.73
0.618 151.58
HIGH 151.35
0.618 151.20
0.500 151.16
0.382 151.12
LOW 150.97
0.618 150.74
1.000 150.59
1.618 150.36
2.618 149.98
4.250 149.36
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 151.23 151.24
PP 151.19 151.21
S1 151.16 151.19

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

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