Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 152.02 151.68 -0.34 -0.2% 151.37
High 152.08 151.85 -0.23 -0.2% 151.93
Low 151.51 151.55 0.04 0.0% 150.97
Close 151.66 151.59 -0.07 0.0% 151.74
Range 0.57 0.30 -0.27 -47.4% 0.96
ATR 0.58 0.56 -0.02 -3.4% 0.00
Volume 486,284 726,163 239,879 49.3% 2,478,279
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 152.56 152.38 151.76
R3 152.26 152.08 151.67
R2 151.96 151.96 151.65
R1 151.78 151.78 151.62 151.72
PP 151.66 151.66 151.66 151.64
S1 151.48 151.48 151.56 151.42
S2 151.36 151.36 151.54
S3 151.06 151.18 151.51
S4 150.76 150.88 151.43
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
5 152.08 151.29 0.79 0.5% 0.42 0.3% 38% False False 553,050
10 152.08 150.77 1.31 0.9% 0.44 0.3% 63% False False 532,664
20 152.08 150.06 2.02 1.3% 0.54 0.4% 76% False False 576,978
40 152.49 148.78 3.71 2.4% 0.61 0.4% 76% False False 704,576
60 152.49 147.63 4.86 3.2% 0.60 0.4% 81% False False 674,021
80 152.49 145.82 6.67 4.4% 0.58 0.4% 87% False False 506,914
100 152.49 144.28 8.21 5.4% 0.52 0.3% 89% False False 405,582
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 153.13
2.618 152.64
1.618 152.34
1.000 152.15
0.618 152.04
HIGH 151.85
0.618 151.74
0.500 151.70
0.382 151.66
LOW 151.55
0.618 151.36
1.000 151.25
1.618 151.06
2.618 150.76
4.250 150.28
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 151.70 151.80
PP 151.66 151.73
S1 151.63 151.66

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

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