Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 151.17 150.98 -0.19 -0.1% 150.29
High 151.35 151.45 0.10 0.1% 151.15
Low 150.68 150.83 0.15 0.1% 150.06
Close 150.76 151.36 0.60 0.4% 150.91
Range 0.67 0.62 -0.05 -7.5% 1.09
ATR 0.68 0.68 0.00 0.1% 0.00
Volume 717,696 495,937 -221,759 -30.9% 3,215,250
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 153.07 152.84 151.70
R3 152.45 152.22 151.53
R2 151.83 151.83 151.47
R1 151.60 151.60 151.42 151.72
PP 151.21 151.21 151.21 151.27
S1 150.98 150.98 151.30 151.10
S2 150.59 150.59 151.25
S3 149.97 150.36 151.19
S4 149.35 149.74 151.02
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
5 151.45 150.06 1.39 0.9% 0.67 0.4% 94% True False 672,354
10 151.45 150.06 1.39 0.9% 0.64 0.4% 94% True False 621,292
20 152.49 149.95 2.54 1.7% 0.74 0.5% 56% False False 771,990
40 152.49 147.63 4.86 3.2% 0.64 0.4% 77% False False 740,431
60 152.49 147.20 5.29 3.5% 0.61 0.4% 79% False False 586,934
80 152.49 145.71 6.78 4.5% 0.56 0.4% 83% False False 440,391
100 152.49 143.20 9.29 6.1% 0.49 0.3% 88% False False 352,316
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 154.09
2.618 153.07
1.618 152.45
1.000 152.07
0.618 151.83
HIGH 151.45
0.618 151.21
0.500 151.14
0.382 151.07
LOW 150.83
0.618 150.45
1.000 150.21
1.618 149.83
2.618 149.21
4.250 148.20
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 151.29 151.24
PP 151.21 151.12
S1 151.14 151.00

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

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