Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 151.39 151.67 0.28 0.2% 150.41
High 151.83 151.71 -0.12 -0.1% 151.83
Low 151.24 151.26 0.02 0.0% 150.40
Close 151.58 151.54 -0.04 0.0% 151.54
Range 0.59 0.45 -0.14 -23.7% 1.43
ATR 0.56 0.55 -0.01 -1.4% 0.00
Volume 669,645 293,936 -375,709 -56.1% 2,924,702
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 152.85 152.65 151.79
R3 152.40 152.20 151.66
R2 151.95 151.95 151.62
R1 151.75 151.75 151.58 151.63
PP 151.50 151.50 151.50 151.44
S1 151.30 151.30 151.50 151.18
S2 151.05 151.05 151.46
S3 150.60 150.85 151.42
S4 150.15 150.40 151.29
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 155.55 154.97 152.33
R3 154.12 153.54 151.93
R2 152.69 152.69 151.80
R1 152.11 152.11 151.67 152.40
PP 151.26 151.26 151.26 151.40
S1 150.68 150.68 151.41 150.97
S2 149.83 149.83 151.28
S3 148.40 149.25 151.15
S4 146.97 147.82 150.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.83 150.40 1.43 0.9% 0.51 0.3% 80% False False 584,940
10 151.83 149.81 2.02 1.3% 0.48 0.3% 86% False False 546,955
20 151.83 147.84 3.99 2.6% 0.52 0.3% 93% False False 589,350
40 151.83 146.71 5.12 3.4% 0.51 0.3% 94% False False 574,855
60 151.83 144.58 7.25 4.8% 0.53 0.3% 96% False False 554,853
80 151.83 143.51 8.32 5.5% 0.53 0.4% 97% False False 476,778
100 151.83 141.99 9.84 6.5% 0.49 0.3% 97% False False 381,462
120 151.83 141.01 10.82 7.1% 0.43 0.3% 97% False False 317,885
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 153.62
2.618 152.89
1.618 152.44
1.000 152.16
0.618 151.99
HIGH 151.71
0.618 151.54
0.500 151.49
0.382 151.43
LOW 151.26
0.618 150.98
1.000 150.81
1.618 150.53
2.618 150.08
4.250 149.35
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 151.52 151.49
PP 151.50 151.44
S1 151.49 151.39

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

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