Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 148.40 148.40 0.00 0.0% 148.35
High 148.57 148.48 -0.09 -0.1% 148.78
Low 148.33 147.84 -0.49 -0.3% 147.65
Close 148.46 148.01 -0.45 -0.3% 148.42
Range 0.24 0.64 0.40 166.7% 1.13
ATR 0.54 0.55 0.01 1.2% 0.00
Volume 550,957 775,145 224,188 40.7% 3,495,410
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 150.03 149.66 148.36
R3 149.39 149.02 148.19
R2 148.75 148.75 148.13
R1 148.38 148.38 148.07 148.25
PP 148.11 148.11 148.11 148.04
S1 147.74 147.74 147.95 147.61
S2 147.47 147.47 147.89
S3 146.83 147.10 147.83
S4 146.19 146.46 147.66
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
5 148.71 147.65 1.06 0.7% 0.67 0.5% 34% False False 690,409
10 148.78 147.65 1.13 0.8% 0.60 0.4% 32% False False 639,550
20 148.78 147.23 1.55 1.0% 0.49 0.3% 50% False False 578,068
40 148.78 144.58 4.20 2.8% 0.52 0.4% 82% False False 548,806
60 148.78 143.55 5.23 3.5% 0.54 0.4% 85% False False 461,332
80 148.78 142.46 6.32 4.3% 0.49 0.3% 88% False False 346,066
100 148.78 141.01 7.77 5.2% 0.42 0.3% 90% False False 276,853
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
4.250 151.20
2.618 150.16
1.618 149.52
1.000 149.12
0.618 148.88
HIGH 148.48
0.618 148.24
0.500 148.16
0.382 148.08
LOW 147.84
0.618 147.44
1.000 147.20
1.618 146.80
2.618 146.16
4.250 145.12
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 148.16 148.18
PP 148.11 148.12
S1 148.06 148.07

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

View Archives - Comment on this page... - Back to Index of Symbols