Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 145.81 146.02 0.21 0.1% 145.65
High 146.26 146.30 0.04 0.0% 146.33
Low 145.72 145.99 0.27 0.2% 144.91
Close 146.14 146.11 -0.03 0.0% 145.83
Range 0.54 0.31 -0.23 -42.6% 1.42
ATR 0.61 0.59 -0.02 -3.5% 0.00
Volume 481,535 576,853 95,318 19.8% 2,554,430
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 147.06 146.90 146.28
R3 146.75 146.59 146.20
R2 146.44 146.44 146.17
R1 146.28 146.28 146.14 146.36
PP 146.13 146.13 146.13 146.18
S1 145.97 145.97 146.08 146.05
S2 145.82 145.82 146.05
S3 145.51 145.66 146.02
S4 145.20 145.35 145.94
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 149.95 149.31 146.61
R3 148.53 147.89 146.22
R2 147.11 147.11 146.09
R1 146.47 146.47 145.96 146.79
PP 145.69 145.69 145.69 145.85
S1 145.05 145.05 145.70 145.37
S2 144.27 144.27 145.57
S3 142.85 143.63 145.44
S4 141.43 142.21 145.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.33 144.91 1.42 1.0% 0.53 0.4% 85% False False 493,854
10 146.33 144.58 1.75 1.2% 0.59 0.4% 87% False False 518,602
20 146.33 144.03 2.30 1.6% 0.62 0.4% 90% False False 571,126
40 146.33 142.76 3.57 2.4% 0.54 0.4% 94% False False 290,853
60 146.33 141.43 4.90 3.4% 0.42 0.3% 96% False False 193,913
80 146.33 140.90 5.43 3.7% 0.38 0.3% 96% False False 145,435
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 147.62
2.618 147.11
1.618 146.80
1.000 146.61
0.618 146.49
HIGH 146.30
0.618 146.18
0.500 146.15
0.382 146.11
LOW 145.99
0.618 145.80
1.000 145.68
1.618 145.49
2.618 145.18
4.250 144.67
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 146.15 146.07
PP 146.13 146.02
S1 146.12 145.98

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

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