Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 139.96 139.78 -0.18 -0.1% 139.53
High 139.96 140.52 0.56 0.4% 140.05
Low 139.77 139.78 0.01 0.0% 138.70
Close 139.79 140.44 0.65 0.5% 139.93
Range 0.19 0.74 0.55 289.5% 1.35
ATR 0.51 0.53 0.02 3.2% 0.00
Volume 23 65 42 182.6% 92
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 142.47 142.19 140.85
R3 141.73 141.45 140.64
R2 140.99 140.99 140.58
R1 140.71 140.71 140.51 140.85
PP 140.25 140.25 140.25 140.32
S1 139.97 139.97 140.37 140.11
S2 139.51 139.51 140.30
S3 138.77 139.23 140.24
S4 138.03 138.49 140.03
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 143.61 143.12 140.67
R3 142.26 141.77 140.30
R2 140.91 140.91 140.18
R1 140.42 140.42 140.05 140.67
PP 139.56 139.56 139.56 139.68
S1 139.07 139.07 139.81 139.32
S2 138.21 138.21 139.68
S3 136.86 137.72 139.56
S4 135.51 136.37 139.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.52 138.70 1.82 1.3% 0.42 0.3% 96% True False 29
10 140.52 138.70 1.82 1.3% 0.38 0.3% 96% True False 23
20 140.63 138.70 1.93 1.4% 0.37 0.3% 90% False False 43
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 0.07
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 143.67
2.618 142.46
1.618 141.72
1.000 141.26
0.618 140.98
HIGH 140.52
0.618 140.24
0.500 140.15
0.382 140.06
LOW 139.78
0.618 139.32
1.000 139.04
1.618 138.58
2.618 137.84
4.250 136.64
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 140.34 140.33
PP 140.25 140.23
S1 140.15 140.12

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

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