Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 136.93 137.29 0.36 0.3% 137.00
High 137.26 137.29 0.03 0.0% 137.31
Low 136.93 137.23 0.30 0.2% 136.93
Close 137.26 137.23 -0.03 0.0% 137.23
Range 0.33 0.06 -0.27 -81.8% 0.38
ATR 0.33 0.31 -0.02 -5.8% 0.00
Volume 1 5 4 400.0% 11
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 137.43 137.39 137.26
R3 137.37 137.33 137.25
R2 137.31 137.31 137.24
R1 137.27 137.27 137.24 137.26
PP 137.25 137.25 137.25 137.25
S1 137.21 137.21 137.22 137.20
S2 137.19 137.19 137.22
S3 137.13 137.15 137.21
S4 137.07 137.09 137.20
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 138.30 138.14 137.44
R3 137.92 137.76 137.33
R2 137.54 137.54 137.30
R1 137.38 137.38 137.26 137.46
PP 137.16 137.16 137.16 137.20
S1 137.00 137.00 137.20 137.08
S2 136.78 136.78 137.16
S3 136.40 136.62 137.13
S4 136.02 136.24 137.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.87 136.93 0.94 0.7% 0.20 0.1% 32% False False 7
10 138.42 136.93 1.49 1.1% 0.23 0.2% 20% False False 9
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 True
Stretch 0.04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 137.55
2.618 137.45
1.618 137.39
1.000 137.35
0.618 137.33
HIGH 137.29
0.618 137.27
0.500 137.26
0.382 137.25
LOW 137.23
0.618 137.19
1.000 137.17
1.618 137.13
2.618 137.07
4.250 136.98
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 137.26 137.19
PP 137.25 137.16
S1 137.24 137.12

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

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