Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 151.68 152.02 0.34 0.2% 151.37
High 151.93 152.08 0.15 0.1% 151.93
Low 151.62 151.51 -0.11 -0.1% 150.97
Close 151.74 151.66 -0.08 -0.1% 151.74
Range 0.31 0.57 0.26 83.9% 0.96
ATR 0.58 0.58 0.00 -0.1% 0.00
Volume 545,481 486,284 -59,197 -10.9% 2,478,279
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 153.46 153.13 151.97
R3 152.89 152.56 151.82
R2 152.32 152.32 151.76
R1 151.99 151.99 151.71 151.87
PP 151.75 151.75 151.75 151.69
S1 151.42 151.42 151.61 151.30
S2 151.18 151.18 151.56
S3 150.61 150.85 151.50
S4 150.04 150.28 151.35
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
5 152.08 150.97 1.11 0.7% 0.43 0.3% 62% True False 527,818
10 152.08 150.77 1.31 0.9% 0.47 0.3% 68% True False 509,641
20 152.08 150.06 2.02 1.3% 0.57 0.4% 79% True False 573,569
40 152.49 148.78 3.71 2.4% 0.61 0.4% 78% False False 700,973
60 152.49 147.63 4.86 3.2% 0.61 0.4% 83% False False 662,303
80 152.49 145.82 6.67 4.4% 0.58 0.4% 88% False False 497,842
100 152.49 144.28 8.21 5.4% 0.52 0.3% 90% False False 398,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 154.50
2.618 153.57
1.618 153.00
1.000 152.65
0.618 152.43
HIGH 152.08
0.618 151.86
0.500 151.80
0.382 151.73
LOW 151.51
0.618 151.16
1.000 150.94
1.618 150.59
2.618 150.02
4.250 149.09
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 151.80 151.69
PP 151.75 151.68
S1 151.71 151.67

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

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