Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 146.62 146.80 0.18 0.1% 146.90
High 146.62 146.98 0.36 0.2% 147.25
Low 145.85 146.71 0.86 0.6% 145.85
Close 146.53 146.96 0.43 0.3% 146.53
Range 0.77 0.27 -0.50 -64.9% 1.40
ATR 0.58 0.57 -0.01 -1.6% 0.00
Volume 227,216 535,163 307,947 135.5% 1,995,630
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 147.69 147.60 147.11
R3 147.42 147.33 147.03
R2 147.15 147.15 147.01
R1 147.06 147.06 146.98 147.11
PP 146.88 146.88 146.88 146.91
S1 146.79 146.79 146.94 146.84
S2 146.61 146.61 146.91
S3 146.34 146.52 146.89
S4 146.07 146.25 146.81
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 150.74 150.04 147.30
R3 149.34 148.64 146.92
R2 147.94 147.94 146.79
R1 147.24 147.24 146.66 146.89
PP 146.54 146.54 146.54 146.37
S1 145.84 145.84 146.40 145.49
S2 145.14 145.14 146.27
S3 143.74 144.44 146.15
S4 142.34 143.04 145.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.25 145.85 1.40 1.0% 0.49 0.3% 79% False False 506,158
10 147.25 145.72 1.53 1.0% 0.48 0.3% 81% False False 511,076
20 147.25 144.58 2.67 1.8% 0.54 0.4% 89% False False 524,880
40 147.25 143.51 3.74 2.5% 0.56 0.4% 92% False False 392,079
60 147.25 141.99 5.26 3.6% 0.48 0.3% 94% False False 261,452
80 147.25 141.01 6.24 4.2% 0.40 0.3% 95% False False 196,090
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.09
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 148.13
2.618 147.69
1.618 147.42
1.000 147.25
0.618 147.15
HIGH 146.98
0.618 146.88
0.500 146.85
0.382 146.81
LOW 146.71
0.618 146.54
1.000 146.44
1.618 146.27
2.618 146.00
4.250 145.56
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 146.92 146.82
PP 146.88 146.69
S1 146.85 146.55

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

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