Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 146.34 146.09 -0.25 -0.2% 144.72
High 146.58 146.30 -0.28 -0.2% 146.76
Low 146.07 145.95 -0.12 -0.1% 144.62
Close 146.27 146.09 -0.18 -0.1% 146.33
Range 0.51 0.35 -0.16 -31.4% 2.14
ATR 0.57 0.56 -0.02 -2.8% 0.00
Volume 584,964 641,780 56,816 9.7% 3,749,754
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 147.16 146.98 146.28
R3 146.81 146.63 146.19
R2 146.46 146.46 146.15
R1 146.28 146.28 146.12 146.27
PP 146.11 146.11 146.11 146.11
S1 145.93 145.93 146.06 145.92
S2 145.76 145.76 146.03
S3 145.41 145.58 145.99
S4 145.06 145.23 145.90
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 152.32 151.47 147.51
R3 150.18 149.33 146.92
R2 148.04 148.04 146.72
R1 147.19 147.19 146.53 147.62
PP 145.90 145.90 145.90 146.12
S1 145.05 145.05 146.13 145.48
S2 143.76 143.76 145.94
S3 141.62 142.91 145.74
S4 139.48 140.77 145.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.76 145.25 1.51 1.0% 0.62 0.4% 56% False False 693,620
10 146.76 144.29 2.47 1.7% 0.55 0.4% 73% False False 656,801
20 146.76 143.55 3.21 2.2% 0.53 0.4% 79% False False 614,505
40 146.76 142.10 4.66 3.2% 0.54 0.4% 86% False False 621,654
60 146.76 141.52 5.24 3.6% 0.57 0.4% 87% False False 608,072
80 146.76 139.63 7.13 4.9% 0.55 0.4% 91% False False 456,587
100 146.76 136.93 9.83 6.7% 0.49 0.3% 93% False False 365,276
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.11
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 147.79
2.618 147.22
1.618 146.87
1.000 146.65
0.618 146.52
HIGH 146.30
0.618 146.17
0.500 146.13
0.382 146.08
LOW 145.95
0.618 145.73
1.000 145.60
1.618 145.38
2.618 145.03
4.250 144.46
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 146.13 146.36
PP 146.11 146.27
S1 146.10 146.18

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

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