Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 152.16 151.85 -0.31 -0.2% 151.93
High 152.35 152.06 -0.29 -0.2% 152.24
Low 151.85 151.72 -0.13 -0.1% 151.48
Close 152.06 152.01 -0.05 0.0% 152.02
Range 0.50 0.34 -0.16 -32.0% 0.76
ATR 0.60 0.58 -0.02 -3.1% 0.00
Volume 2,907 12,031 9,124 313.9% 15,579
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 152.95 152.82 152.20
R3 152.61 152.48 152.10
R2 152.27 152.27 152.07
R1 152.14 152.14 152.04 152.21
PP 151.93 151.93 151.93 151.96
S1 151.80 151.80 151.98 151.87
S2 151.59 151.59 151.95
S3 151.25 151.46 151.92
S4 150.91 151.12 151.82
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 154.19 153.87 152.44
R3 153.43 153.11 152.23
R2 152.67 152.67 152.16
R1 152.35 152.35 152.09 152.51
PP 151.91 151.91 151.91 152.00
S1 151.59 151.59 151.95 151.75
S2 151.15 151.15 151.88
S3 150.39 150.83 151.81
S4 149.63 150.07 151.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152.35 151.56 0.79 0.5% 0.40 0.3% 57% False False 5,276
10 152.35 150.83 1.52 1.0% 0.50 0.3% 78% False False 3,473
20 153.30 150.77 2.53 1.7% 0.63 0.4% 49% False False 3,733
40 153.30 148.17 5.13 3.4% 0.57 0.4% 75% False False 2,262
Crabel Price Patterns
NR True
NR4 True
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 0.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 153.51
2.618 152.95
1.618 152.61
1.000 152.40
0.618 152.27
HIGH 152.06
0.618 151.93
0.500 151.89
0.382 151.85
LOW 151.72
0.618 151.51
1.000 151.38
1.618 151.17
2.618 150.83
4.250 150.28
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 151.97 152.00
PP 151.93 151.99
S1 151.89 151.98

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

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