Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 143.97 144.64 0.67 0.5% 143.50
High 144.77 145.33 0.56 0.4% 144.28
Low 143.90 144.58 0.68 0.5% 143.41
Close 144.46 145.07 0.61 0.4% 143.87
Range 0.87 0.75 -0.12 -13.8% 0.87
ATR 0.61 0.62 0.02 3.1% 0.00
Volume 929,791 1,286,286 356,495 38.3% 2,652,509
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 147.24 146.91 145.48
R3 146.49 146.16 145.28
R2 145.74 145.74 145.21
R1 145.41 145.41 145.14 145.58
PP 144.99 144.99 144.99 145.08
S1 144.66 144.66 145.00 144.83
S2 144.24 144.24 144.93
S3 143.49 143.91 144.86
S4 142.74 143.16 144.66
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 146.46 146.04 144.35
R3 145.59 145.17 144.11
R2 144.72 144.72 144.03
R1 144.30 144.30 143.95 144.51
PP 143.85 143.85 143.85 143.96
S1 143.43 143.43 143.79 143.64
S2 142.98 142.98 143.71
S3 142.11 142.56 143.63
S4 141.24 141.69 143.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.33 143.45 1.88 1.3% 0.65 0.4% 86% True False 821,944
10 145.33 143.36 1.97 1.4% 0.61 0.4% 87% True False 712,676
20 145.33 142.93 2.40 1.7% 0.60 0.4% 89% True False 744,897
40 145.33 138.68 6.65 4.6% 0.58 0.4% 96% True False 685,276
60 145.33 138.68 6.65 4.6% 0.56 0.4% 96% True False 598,228
80 145.33 138.68 6.65 4.6% 0.55 0.4% 96% True False 449,859
100 145.33 138.68 6.65 4.6% 0.51 0.4% 96% True False 360,044
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.52
2.618 147.29
1.618 146.54
1.000 146.08
0.618 145.79
HIGH 145.33
0.618 145.04
0.500 144.96
0.382 144.87
LOW 144.58
0.618 144.12
1.000 143.83
1.618 143.37
2.618 142.62
4.250 141.39
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 145.03 144.85
PP 144.99 144.63
S1 144.96 144.41

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

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