Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 147.95 148.35 0.40 0.3% 147.50
High 148.48 148.49 0.01 0.0% 148.49
Low 147.87 148.12 0.25 0.2% 147.43
Close 148.20 148.25 0.05 0.0% 148.25
Range 0.61 0.37 -0.24 -39.3% 1.06
ATR 0.53 0.51 -0.01 -2.1% 0.00
Volume 467,550 324,674 -142,876 -30.6% 2,607,663
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 149.40 149.19 148.45
R3 149.03 148.82 148.35
R2 148.66 148.66 148.32
R1 148.45 148.45 148.28 148.37
PP 148.29 148.29 148.29 148.25
S1 148.08 148.08 148.22 148.00
S2 147.92 147.92 148.18
S3 147.55 147.71 148.15
S4 147.18 147.34 148.05
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 151.24 150.80 148.83
R3 150.18 149.74 148.54
R2 149.12 149.12 148.44
R1 148.68 148.68 148.35 148.90
PP 148.06 148.06 148.06 148.17
S1 147.62 147.62 148.15 147.84
S2 147.00 147.00 148.06
S3 145.94 146.56 147.96
S4 144.88 145.50 147.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.49 147.43 1.06 0.7% 0.38 0.3% 77% True False 521,532
10 148.49 146.71 1.78 1.2% 0.41 0.3% 87% True False 503,659
20 148.49 145.66 2.83 1.9% 0.45 0.3% 92% True False 500,229
40 148.49 144.03 4.46 3.0% 0.53 0.4% 95% True False 502,338
60 148.49 142.49 6.00 4.0% 0.51 0.3% 96% True False 336,473
80 148.49 141.43 7.06 4.8% 0.42 0.3% 97% True False 252,357
100 148.49 140.90 7.59 5.1% 0.38 0.3% 97% True False 201,886
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150.06
2.618 149.46
1.618 149.09
1.000 148.86
0.618 148.72
HIGH 148.49
0.618 148.35
0.500 148.31
0.382 148.26
LOW 148.12
0.618 147.89
1.000 147.75
1.618 147.52
2.618 147.15
4.250 146.55
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 148.31 148.18
PP 148.29 148.11
S1 148.27 148.05

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

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