Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 147.94 147.98 0.04 0.0% 148.35
High 148.27 148.62 0.35 0.2% 148.78
Low 147.65 147.74 0.09 0.1% 147.65
Close 147.99 148.42 0.43 0.3% 148.42
Range 0.62 0.88 0.26 41.9% 1.13
ATR 0.54 0.57 0.02 4.4% 0.00
Volume 813,259 391,468 -421,791 -51.9% 3,495,410
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 150.90 150.54 148.90
R3 150.02 149.66 148.66
R2 149.14 149.14 148.58
R1 148.78 148.78 148.50 148.96
PP 148.26 148.26 148.26 148.35
S1 147.90 147.90 148.34 148.08
S2 147.38 147.38 148.26
S3 146.50 147.02 148.18
S4 145.62 146.14 147.94
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 151.67 151.18 149.04
R3 150.54 150.05 148.73
R2 149.41 149.41 148.63
R1 148.92 148.92 148.52 149.17
PP 148.28 148.28 148.28 148.41
S1 147.79 147.79 148.32 148.04
S2 147.15 147.15 148.21
S3 146.02 146.66 148.11
S4 144.89 145.53 147.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.78 147.65 1.13 0.8% 0.69 0.5% 68% False False 699,082
10 148.78 147.65 1.13 0.8% 0.58 0.4% 68% False False 617,059
20 148.78 146.71 2.07 1.4% 0.49 0.3% 83% False False 560,359
40 148.78 144.58 4.20 2.8% 0.53 0.4% 91% False False 537,604
60 148.78 143.51 5.27 3.6% 0.53 0.4% 93% False False 439,254
80 148.78 141.99 6.79 4.6% 0.48 0.3% 95% False False 329,489
100 148.78 141.01 7.77 5.2% 0.41 0.3% 95% False False 263,592
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152.36
2.618 150.92
1.618 150.04
1.000 149.50
0.618 149.16
HIGH 148.62
0.618 148.28
0.500 148.18
0.382 148.08
LOW 147.74
0.618 147.20
1.000 146.86
1.618 146.32
2.618 145.44
4.250 144.00
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 148.34 148.34
PP 148.26 148.26
S1 148.18 148.18

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

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