Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 150.76 151.17 0.41 0.3% 150.29
High 151.15 151.35 0.20 0.1% 151.15
Low 150.55 150.68 0.13 0.1% 150.06
Close 150.91 150.76 -0.15 -0.1% 150.91
Range 0.60 0.67 0.07 11.7% 1.09
ATR 0.69 0.68 0.00 -0.2% 0.00
Volume 537,984 717,696 179,712 33.4% 3,215,250
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 152.94 152.52 151.13
R3 152.27 151.85 150.94
R2 151.60 151.60 150.88
R1 151.18 151.18 150.82 151.06
PP 150.93 150.93 150.93 150.87
S1 150.51 150.51 150.70 150.39
S2 150.26 150.26 150.64
S3 149.59 149.84 150.58
S4 148.92 149.17 150.39
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 153.98 153.53 151.51
R3 152.89 152.44 151.21
R2 151.80 151.80 151.11
R1 151.35 151.35 151.01 151.58
PP 150.71 150.71 150.71 150.82
S1 150.26 150.26 150.81 150.49
S2 149.62 149.62 150.71
S3 148.53 149.17 150.61
S4 147.44 148.08 150.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.35 150.06 1.29 0.9% 0.64 0.4% 54% True False 672,845
10 151.35 150.06 1.29 0.9% 0.66 0.4% 54% True False 637,496
20 152.49 149.83 2.66 1.8% 0.74 0.5% 35% False False 785,502
40 152.49 147.63 4.86 3.2% 0.64 0.4% 64% False False 748,943
60 152.49 147.20 5.29 3.5% 0.60 0.4% 67% False False 578,677
80 152.49 145.64 6.85 4.5% 0.56 0.4% 75% False False 434,192
100 152.49 143.20 9.29 6.2% 0.49 0.3% 81% False False 347,357
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 154.20
2.618 153.10
1.618 152.43
1.000 152.02
0.618 151.76
HIGH 151.35
0.618 151.09
0.500 151.02
0.382 150.94
LOW 150.68
0.618 150.27
1.000 150.01
1.618 149.60
2.618 148.93
4.250 147.83
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 151.02 150.79
PP 150.93 150.78
S1 150.85 150.77

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

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