Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 146.28 145.75 -0.53 -0.4% 144.72
High 146.31 146.24 -0.07 0.0% 146.76
Low 145.75 145.74 -0.01 0.0% 144.62
Close 145.85 146.10 0.25 0.2% 146.33
Range 0.56 0.50 -0.06 -10.7% 2.14
ATR 0.56 0.55 0.00 -0.7% 0.00
Volume 517,047 386,935 -130,112 -25.2% 3,749,754
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 147.53 147.31 146.38
R3 147.03 146.81 146.24
R2 146.53 146.53 146.19
R1 146.31 146.31 146.15 146.42
PP 146.03 146.03 146.03 146.08
S1 145.81 145.81 146.05 145.92
S2 145.53 145.53 146.01
S3 145.03 145.31 145.96
S4 144.53 144.81 145.83
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
5 146.76 145.74 1.02 0.7% 0.49 0.3% 35% False True 532,059
10 146.76 144.62 2.14 1.5% 0.54 0.4% 69% False False 623,795
20 146.76 143.55 3.21 2.2% 0.54 0.4% 79% False False 596,724
40 146.76 142.22 4.54 3.1% 0.54 0.4% 85% False False 611,549
60 146.76 141.62 5.14 3.5% 0.57 0.4% 87% False False 623,045
80 146.76 140.35 6.41 4.4% 0.54 0.4% 90% False False 467,808
100 146.76 136.93 9.83 6.7% 0.50 0.3% 93% False False 374,316
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.37
2.618 147.55
1.618 147.05
1.000 146.74
0.618 146.55
HIGH 146.24
0.618 146.05
0.500 145.99
0.382 145.93
LOW 145.74
0.618 145.43
1.000 145.24
1.618 144.93
2.618 144.43
4.250 143.62
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 146.06 146.08
PP 146.03 146.05
S1 145.99 146.03

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

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