Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 152.35 152.30 -0.05 0.0% 152.96
High 152.57 152.42 -0.15 -0.1% 153.01
Low 151.89 151.80 -0.09 -0.1% 151.80
Close 152.10 151.93 -0.17 -0.1% 151.93
Range 0.68 0.62 -0.06 -8.8% 1.21
ATR 0.54 0.55 0.01 1.0% 0.00
Volume 297,805 24,725 -273,080 -91.7% 3,783,338
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 153.91 153.54 152.27
R3 153.29 152.92 152.10
R2 152.67 152.67 152.04
R1 152.30 152.30 151.99 152.18
PP 152.05 152.05 152.05 151.99
S1 151.68 151.68 151.87 151.56
S2 151.43 151.43 151.82
S3 150.81 151.06 151.76
S4 150.19 150.44 151.59
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 155.88 155.11 152.60
R3 154.67 153.90 152.26
R2 153.46 153.46 152.15
R1 152.69 152.69 152.04 152.47
PP 152.25 152.25 152.25 152.14
S1 151.48 151.48 151.82 151.26
S2 151.04 151.04 151.71
S3 149.83 150.27 151.60
S4 148.62 149.06 151.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153.01 151.80 1.21 0.8% 0.58 0.4% 11% False True 756,667
10 153.01 151.54 1.47 1.0% 0.47 0.3% 27% False False 650,602
20 153.01 150.78 2.23 1.5% 0.49 0.3% 52% False False 597,202
40 153.01 150.02 2.99 2.0% 0.61 0.4% 64% False False 673,467
60 153.01 147.63 5.38 3.5% 0.59 0.4% 80% False False 687,072
80 153.01 147.63 5.38 3.5% 0.58 0.4% 80% False False 604,543
100 153.01 145.82 7.19 4.7% 0.55 0.4% 85% False False 483,865
120 153.01 143.96 9.05 6.0% 0.50 0.3% 88% False False 403,226
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155.06
2.618 154.04
1.618 153.42
1.000 153.04
0.618 152.80
HIGH 152.42
0.618 152.18
0.500 152.11
0.382 152.04
LOW 151.80
0.618 151.42
1.000 151.18
1.618 150.80
2.618 150.18
4.250 149.17
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 152.11 152.19
PP 152.05 152.10
S1 151.99 152.02

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

View Archives - Comment on this page... - Back to Index of Symbols