Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 148.29 148.14 -0.15 -0.1% 147.50
High 148.33 148.44 0.11 0.1% 148.49
Low 147.91 148.01 0.10 0.1% 147.43
Close 148.00 148.32 0.32 0.2% 148.25
Range 0.42 0.43 0.01 2.4% 1.06
ATR 0.50 0.49 0.00 -0.8% 0.00
Volume 462,565 604,409 141,844 30.7% 2,607,663
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 149.55 149.36 148.56
R3 149.12 148.93 148.44
R2 148.69 148.69 148.40
R1 148.50 148.50 148.36 148.60
PP 148.26 148.26 148.26 148.30
S1 148.07 148.07 148.28 148.17
S2 147.83 147.83 148.24
S3 147.40 147.64 148.20
S4 146.97 147.21 148.08
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
5 148.49 147.87 0.62 0.4% 0.42 0.3% 73% False False 499,564
10 148.49 147.39 1.10 0.7% 0.39 0.3% 85% False False 501,028
20 148.49 145.85 2.64 1.8% 0.44 0.3% 94% False False 512,970
40 148.49 144.03 4.46 3.0% 0.53 0.4% 96% False False 542,048
60 148.49 142.76 5.73 3.9% 0.51 0.3% 97% False False 364,892
80 148.49 141.43 7.06 4.8% 0.43 0.3% 98% False False 273,677
100 148.49 140.90 7.59 5.1% 0.39 0.3% 98% False False 218,942
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 150.27
2.618 149.57
1.618 149.14
1.000 148.87
0.618 148.71
HIGH 148.44
0.618 148.28
0.500 148.23
0.382 148.17
LOW 148.01
0.618 147.74
1.000 147.58
1.618 147.31
2.618 146.88
4.250 146.18
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 148.29 148.27
PP 148.26 148.23
S1 148.23 148.18

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

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