Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 148.90 149.68 0.78 0.5% 148.40
High 149.49 149.84 0.35 0.2% 149.84
Low 148.86 149.16 0.30 0.2% 147.84
Close 149.24 149.48 0.24 0.2% 149.48
Range 0.63 0.68 0.05 7.9% 2.00
ATR 0.59 0.60 0.01 1.1% 0.00
Volume 813,981 429,655 -384,326 -47.2% 3,278,638
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 151.53 151.19 149.85
R3 150.85 150.51 149.67
R2 150.17 150.17 149.60
R1 149.83 149.83 149.54 149.66
PP 149.49 149.49 149.49 149.41
S1 149.15 149.15 149.42 148.98
S2 148.81 148.81 149.36
S3 148.13 148.47 149.29
S4 147.45 147.79 149.11
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 155.05 154.27 150.58
R3 153.05 152.27 150.03
R2 151.05 151.05 149.85
R1 150.27 150.27 149.66 150.66
PP 149.05 149.05 149.05 149.25
S1 148.27 148.27 149.30 148.66
S2 147.05 147.05 149.11
S3 145.05 146.27 148.93
S4 143.05 144.27 148.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149.84 147.84 2.00 1.3% 0.60 0.4% 82% True False 655,727
10 149.84 147.65 2.19 1.5% 0.65 0.4% 84% True False 677,404
20 149.84 147.43 2.41 1.6% 0.53 0.4% 85% True False 602,844
40 149.84 144.91 4.93 3.3% 0.52 0.4% 93% True False 550,131
60 149.84 144.03 5.81 3.9% 0.54 0.4% 94% True False 493,137
80 149.84 142.46 7.38 4.9% 0.51 0.3% 95% True False 370,472
100 149.84 141.01 8.83 5.9% 0.44 0.3% 96% True False 296,378
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152.73
2.618 151.62
1.618 150.94
1.000 150.52
0.618 150.26
HIGH 149.84
0.618 149.58
0.500 149.50
0.382 149.42
LOW 149.16
0.618 148.74
1.000 148.48
1.618 148.06
2.618 147.38
4.250 146.27
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 149.50 149.33
PP 149.49 149.17
S1 149.49 149.02

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

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