Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 143.84 143.50 -0.34 -0.2% 143.91
High 143.84 143.96 0.12 0.1% 143.98
Low 143.49 143.43 -0.06 0.0% 143.09
Close 143.60 143.72 0.12 0.1% 143.60
Range 0.35 0.53 0.18 51.4% 0.89
ATR 0.58 0.58 0.00 -0.6% 0.00
Volume 261,860 787,677 525,817 200.8% 2,884,977
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 145.29 145.04 144.01
R3 144.76 144.51 143.87
R2 144.23 144.23 143.82
R1 143.98 143.98 143.77 144.11
PP 143.70 143.70 143.70 143.77
S1 143.45 143.45 143.67 143.58
S2 143.17 143.17 143.62
S3 142.64 142.92 143.57
S4 142.11 142.39 143.43
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 146.23 145.80 144.09
R3 145.34 144.91 143.84
R2 144.45 144.45 143.76
R1 144.02 144.02 143.68 143.79
PP 143.56 143.56 143.56 143.44
S1 143.13 143.13 143.52 142.90
S2 142.67 142.67 143.44
S3 141.78 142.24 143.36
S4 140.89 141.35 143.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.98 143.09 0.89 0.6% 0.47 0.3% 71% False False 612,923
10 144.57 143.09 1.48 1.0% 0.54 0.4% 43% False False 689,987
20 144.57 141.30 3.27 2.3% 0.58 0.4% 74% False False 750,399
40 144.57 138.68 5.89 4.1% 0.55 0.4% 86% False False 608,576
60 144.57 138.68 5.89 4.1% 0.54 0.4% 86% False False 507,820
80 144.57 138.68 5.89 4.1% 0.52 0.4% 86% False False 381,197
100 144.57 138.50 6.07 4.2% 0.49 0.3% 86% False False 304,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.21
2.618 145.35
1.618 144.82
1.000 144.49
0.618 144.29
HIGH 143.96
0.618 143.76
0.500 143.70
0.382 143.63
LOW 143.43
0.618 143.10
1.000 142.90
1.618 142.57
2.618 142.04
4.250 141.18
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 143.71 143.70
PP 143.70 143.69
S1 143.70 143.67

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

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