Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 141.92 141.69 -0.23 -0.2% 141.67
High 142.29 142.02 -0.27 -0.2% 142.35
Low 141.52 141.62 0.10 0.1% 141.47
Close 141.54 141.96 0.42 0.3% 141.96
Range 0.77 0.40 -0.37 -48.1% 0.88
ATR 0.49 0.49 0.00 -0.1% 0.00
Volume 3,703 1,889 -1,814 -49.0% 15,872
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 143.07 142.91 142.18
R3 142.67 142.51 142.07
R2 142.27 142.27 142.03
R1 142.11 142.11 142.00 142.19
PP 141.87 141.87 141.87 141.91
S1 141.71 141.71 141.92 141.79
S2 141.47 141.47 141.89
S3 141.07 141.31 141.85
S4 140.67 140.91 141.74
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 144.57 144.14 142.44
R3 143.69 143.26 142.20
R2 142.81 142.81 142.12
R1 142.38 142.38 142.04 142.60
PP 141.93 141.93 141.93 142.03
S1 141.50 141.50 141.88 141.72
S2 141.05 141.05 141.80
S3 140.17 140.62 141.72
S4 139.29 139.74 141.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.35 141.47 0.88 0.6% 0.47 0.3% 56% False False 3,174
10 142.35 141.20 1.15 0.8% 0.41 0.3% 66% False False 2,598
20 142.50 140.35 2.15 1.5% 0.47 0.3% 75% False False 2,097
40 142.50 136.93 5.57 3.9% 0.39 0.3% 90% False False 1,222
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 143.72
2.618 143.07
1.618 142.67
1.000 142.42
0.618 142.27
HIGH 142.02
0.618 141.87
0.500 141.82
0.382 141.77
LOW 141.62
0.618 141.37
1.000 141.22
1.618 140.97
2.618 140.57
4.250 139.92
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 141.91 141.95
PP 141.87 141.94
S1 141.82 141.94

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

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