Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 08-Jul-2014
Day Change Summary
Previous Current
07-Jul-2014 08-Jul-2014 Change Change % Previous Week
Open 146.80 146.88 0.08 0.1% 146.90
High 146.98 147.47 0.49 0.3% 147.25
Low 146.71 146.81 0.10 0.1% 145.85
Close 146.96 147.38 0.42 0.3% 146.53
Range 0.27 0.66 0.39 144.4% 1.40
ATR 0.57 0.57 0.01 1.2% 0.00
Volume 535,163 436,753 -98,410 -18.4% 1,995,630
Daily Pivots for day following 08-Jul-2014
Classic Woodie Camarilla DeMark
R4 149.20 148.95 147.74
R3 148.54 148.29 147.56
R2 147.88 147.88 147.50
R1 147.63 147.63 147.44 147.76
PP 147.22 147.22 147.22 147.28
S1 146.97 146.97 147.32 147.10
S2 146.56 146.56 147.26
S3 145.90 146.31 147.20
S4 145.24 145.65 147.02
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
5 147.47 145.85 1.62 1.1% 0.55 0.4% 94% True False 508,560
10 147.47 145.85 1.62 1.1% 0.50 0.3% 94% True False 506,597
20 147.47 144.58 2.89 2.0% 0.56 0.4% 97% True False 519,543
40 147.47 143.55 3.92 2.7% 0.57 0.4% 98% True False 402,964
60 147.47 142.46 5.01 3.4% 0.49 0.3% 98% True False 268,731
80 147.47 141.01 6.46 4.4% 0.41 0.3% 99% True False 201,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150.28
2.618 149.20
1.618 148.54
1.000 148.13
0.618 147.88
HIGH 147.47
0.618 147.22
0.500 147.14
0.382 147.06
LOW 146.81
0.618 146.40
1.000 146.15
1.618 145.74
2.618 145.08
4.250 144.01
Fisher Pivots for day following 08-Jul-2014
Pivot 1 day 3 day
R1 147.30 147.14
PP 147.22 146.90
S1 147.14 146.66

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

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