Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 142.43 142.37 -0.06 0.0% 141.47
High 142.63 143.30 0.67 0.5% 142.90
Low 142.26 142.25 -0.01 0.0% 141.30
Close 142.46 142.90 0.44 0.3% 142.66
Range 0.37 1.05 0.68 183.8% 1.60
ATR 0.54 0.58 0.04 6.7% 0.00
Volume 1,012,577 962,826 -49,751 -4.9% 2,950,718
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 145.97 145.48 143.48
R3 144.92 144.43 143.19
R2 143.87 143.87 143.09
R1 143.38 143.38 143.00 143.63
PP 142.82 142.82 142.82 142.94
S1 142.33 142.33 142.80 142.58
S2 141.77 141.77 142.71
S3 140.72 141.28 142.61
S4 139.67 140.23 142.32
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 147.09 146.47 143.54
R3 145.49 144.87 143.10
R2 143.89 143.89 142.95
R1 143.27 143.27 142.81 143.58
PP 142.29 142.29 142.29 142.44
S1 141.67 141.67 142.51 141.98
S2 140.69 140.69 142.37
S3 139.09 140.07 142.22
S4 137.49 138.47 141.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.30 141.37 1.93 1.4% 0.70 0.5% 79% True False 839,191
10 143.30 140.38 2.92 2.0% 0.58 0.4% 86% True False 713,531
20 143.30 138.68 4.62 3.2% 0.55 0.4% 91% True False 625,655
40 143.30 138.68 4.62 3.2% 0.54 0.4% 91% True False 524,893
60 143.30 138.68 4.62 3.2% 0.53 0.4% 91% True False 351,513
80 143.30 138.68 4.62 3.2% 0.49 0.3% 91% True False 263,831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 147.76
2.618 146.05
1.618 145.00
1.000 144.35
0.618 143.95
HIGH 143.30
0.618 142.90
0.500 142.78
0.382 142.65
LOW 142.25
0.618 141.60
1.000 141.20
1.618 140.55
2.618 139.50
4.250 137.79
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 142.86 142.86
PP 142.82 142.82
S1 142.78 142.78

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

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