Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 143.43 143.99 0.56 0.4% 142.63
High 144.04 144.32 0.28 0.2% 144.04
Low 143.36 143.59 0.23 0.2% 142.25
Close 143.88 144.02 0.14 0.1% 143.88
Range 0.68 0.73 0.05 7.4% 1.79
ATR 0.59 0.60 0.01 1.7% 0.00
Volume 748,686 657,134 -91,552 -12.2% 4,500,271
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 146.17 145.82 144.42
R3 145.44 145.09 144.22
R2 144.71 144.71 144.15
R1 144.36 144.36 144.09 144.54
PP 143.98 143.98 143.98 144.06
S1 143.63 143.63 143.95 143.81
S2 143.25 143.25 143.89
S3 142.52 142.90 143.82
S4 141.79 142.17 143.62
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 148.76 148.11 144.86
R3 146.97 146.32 144.37
R2 145.18 145.18 144.21
R1 144.53 144.53 144.04 144.86
PP 143.39 143.39 143.39 143.55
S1 142.74 142.74 143.72 143.07
S2 141.60 141.60 143.55
S3 139.81 140.95 143.39
S4 138.02 139.16 142.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.32 142.25 2.07 1.4% 0.66 0.5% 86% True False 892,990
10 144.32 141.30 3.02 2.1% 0.62 0.4% 90% True False 810,812
20 144.32 139.08 5.24 3.6% 0.58 0.4% 94% True False 702,653
40 144.32 138.68 5.64 3.9% 0.55 0.4% 95% True False 576,381
60 144.32 138.68 5.64 3.9% 0.54 0.4% 95% True False 392,977
80 144.32 138.68 5.64 3.9% 0.49 0.3% 95% True False 294,950
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 3 trading days
Fibonacci Retracements and Extensions
4.250 147.42
2.618 146.23
1.618 145.50
1.000 145.05
0.618 144.77
HIGH 144.32
0.618 144.04
0.500 143.96
0.382 143.87
LOW 143.59
0.618 143.14
1.000 142.86
1.618 142.41
2.618 141.68
4.250 140.49
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 144.00 143.89
PP 143.98 143.76
S1 143.96 143.63

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

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