Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 139.62 140.34 0.72 0.5% 139.08
High 140.37 140.90 0.53 0.4% 140.37
Low 139.58 140.19 0.61 0.4% 139.08
Close 140.25 140.65 0.40 0.3% 140.25
Range 0.79 0.71 -0.08 -10.1% 1.29
ATR 0.54 0.55 0.01 2.3% 0.00
Volume 506,226 591,042 84,816 16.8% 3,187,103
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 142.71 142.39 141.04
R3 142.00 141.68 140.85
R2 141.29 141.29 140.78
R1 140.97 140.97 140.72 141.13
PP 140.58 140.58 140.58 140.66
S1 140.26 140.26 140.58 140.42
S2 139.87 139.87 140.52
S3 139.16 139.55 140.45
S4 138.45 138.84 140.26
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 143.77 143.30 140.96
R3 142.48 142.01 140.60
R2 141.19 141.19 140.49
R1 140.72 140.72 140.37 140.96
PP 139.90 139.90 139.90 140.02
S1 139.43 139.43 140.13 139.67
S2 138.61 138.61 140.01
S3 137.32 138.14 139.90
S4 136.03 136.85 139.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.90 139.26 1.64 1.2% 0.58 0.4% 85% True False 655,942
10 140.90 138.68 2.22 1.6% 0.57 0.4% 89% True False 496,308
20 140.90 138.68 2.22 1.6% 0.51 0.4% 89% True False 444,253
40 142.07 138.68 3.39 2.4% 0.52 0.4% 58% False False 332,527
60 142.25 138.68 3.57 2.5% 0.50 0.4% 55% False False 222,017
80 142.25 137.47 4.78 3.4% 0.47 0.3% 67% False False 166,522
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.92
2.618 142.76
1.618 142.05
1.000 141.61
0.618 141.34
HIGH 140.90
0.618 140.63
0.500 140.55
0.382 140.46
LOW 140.19
0.618 139.75
1.000 139.48
1.618 139.04
2.618 138.33
4.250 137.17
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 140.62 140.46
PP 140.58 140.27
S1 140.55 140.08

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

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