Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 151.34 151.68 0.34 0.2% 151.37
High 151.80 151.93 0.13 0.1% 151.93
Low 151.29 151.62 0.33 0.2% 150.97
Close 151.62 151.74 0.12 0.1% 151.74
Range 0.51 0.31 -0.20 -39.2% 0.96
ATR 0.60 0.58 -0.02 -3.5% 0.00
Volume 454,086 545,481 91,395 20.1% 2,478,279
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 152.69 152.53 151.91
R3 152.38 152.22 151.83
R2 152.07 152.07 151.80
R1 151.91 151.91 151.77 151.99
PP 151.76 151.76 151.76 151.81
S1 151.60 151.60 151.71 151.68
S2 151.45 151.45 151.68
S3 151.14 151.29 151.65
S4 150.83 150.98 151.57
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 154.43 154.04 152.27
R3 153.47 153.08 152.00
R2 152.51 152.51 151.92
R1 152.12 152.12 151.83 152.32
PP 151.55 151.55 151.55 151.64
S1 151.16 151.16 151.65 151.36
S2 150.59 150.59 151.56
S3 149.63 150.20 151.48
S4 148.67 149.24 151.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.93 150.97 0.96 0.6% 0.42 0.3% 80% True False 495,655
10 151.93 150.68 1.25 0.8% 0.48 0.3% 85% True False 532,783
20 151.93 150.06 1.87 1.2% 0.56 0.4% 90% True False 588,149
40 152.49 148.57 3.92 2.6% 0.61 0.4% 81% False False 703,589
60 152.49 147.63 4.86 3.2% 0.61 0.4% 85% False False 654,365
80 152.49 145.82 6.67 4.4% 0.58 0.4% 89% False False 491,773
100 152.49 144.28 8.21 5.4% 0.52 0.3% 91% False False 393,458
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.13
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 153.25
2.618 152.74
1.618 152.43
1.000 152.24
0.618 152.12
HIGH 151.93
0.618 151.81
0.500 151.78
0.382 151.74
LOW 151.62
0.618 151.43
1.000 151.31
1.618 151.12
2.618 150.81
4.250 150.30
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 151.78 151.70
PP 151.76 151.65
S1 151.75 151.61

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

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