Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 151.33 151.34 0.01 0.0% 151.17
High 151.71 151.80 0.09 0.1% 151.45
Low 151.31 151.29 -0.02 0.0% 150.68
Close 151.49 151.62 0.13 0.1% 151.27
Range 0.40 0.51 0.11 27.5% 0.77
ATR 0.61 0.60 -0.01 -1.2% 0.00
Volume 553,239 454,086 -99,153 -17.9% 2,849,552
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 153.10 152.87 151.90
R3 152.59 152.36 151.76
R2 152.08 152.08 151.71
R1 151.85 151.85 151.67 151.97
PP 151.57 151.57 151.57 151.63
S1 151.34 151.34 151.57 151.46
S2 151.06 151.06 151.53
S3 150.55 150.83 151.48
S4 150.04 150.32 151.34
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
5 151.80 150.78 1.02 0.7% 0.48 0.3% 82% True False 471,462
10 151.80 150.55 1.25 0.8% 0.51 0.3% 86% True False 532,033
20 151.80 150.06 1.74 1.1% 0.59 0.4% 90% True False 595,641
40 152.49 147.63 4.86 3.2% 0.63 0.4% 82% False False 703,030
60 152.49 147.63 4.86 3.2% 0.61 0.4% 82% False False 645,573
80 152.49 145.82 6.67 4.4% 0.58 0.4% 87% False False 484,969
100 152.49 144.28 8.21 5.4% 0.52 0.3% 89% False False 388,003
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 153.97
2.618 153.14
1.618 152.63
1.000 152.31
0.618 152.12
HIGH 151.80
0.618 151.61
0.500 151.55
0.382 151.48
LOW 151.29
0.618 150.97
1.000 150.78
1.618 150.46
2.618 149.95
4.250 149.12
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 151.60 151.54
PP 151.57 151.46
S1 151.55 151.39

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

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