Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 151.68 151.65 -0.03 0.0% 151.37
High 151.85 151.75 -0.10 -0.1% 151.93
Low 151.55 150.94 -0.61 -0.4% 150.97
Close 151.59 151.13 -0.46 -0.3% 151.74
Range 0.30 0.81 0.51 170.0% 0.96
ATR 0.56 0.58 0.02 3.2% 0.00
Volume 726,163 756,936 30,773 4.2% 2,478,279
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 153.70 153.23 151.58
R3 152.89 152.42 151.35
R2 152.08 152.08 151.28
R1 151.61 151.61 151.20 151.44
PP 151.27 151.27 151.27 151.19
S1 150.80 150.80 151.06 150.63
S2 150.46 150.46 150.98
S3 149.65 149.99 150.91
S4 148.84 149.18 150.68
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
5 152.08 150.94 1.14 0.8% 0.50 0.3% 17% False True 593,790
10 152.08 150.77 1.31 0.9% 0.50 0.3% 27% False False 558,764
20 152.08 150.06 2.02 1.3% 0.55 0.4% 53% False False 583,094
40 152.49 148.90 3.59 2.4% 0.62 0.4% 62% False False 707,605
60 152.49 147.63 4.86 3.2% 0.61 0.4% 72% False False 686,270
80 152.49 145.82 6.67 4.4% 0.58 0.4% 80% False False 516,366
100 152.49 144.28 8.21 5.4% 0.53 0.3% 83% False False 413,152
120 152.49 142.84 9.65 6.4% 0.47 0.3% 86% False False 344,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 155.19
2.618 153.87
1.618 153.06
1.000 152.56
0.618 152.25
HIGH 151.75
0.618 151.44
0.500 151.35
0.382 151.25
LOW 150.94
0.618 150.44
1.000 150.13
1.618 149.63
2.618 148.82
4.250 147.50
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 151.35 151.51
PP 151.27 151.38
S1 151.20 151.26

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

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