Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 143.00 143.00 0.00 0.0% 142.24
High 143.48 143.00 -0.48 -0.3% 143.41
Low 142.94 142.68 -0.26 -0.2% 141.62
Close 143.23 142.83 -0.40 -0.3% 142.48
Range 0.54 0.32 -0.22 -40.7% 1.79
ATR 0.61 0.61 0.00 -0.7% 0.00
Volume 887,494 1,192,779 305,285 34.4% 922,951
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 143.80 143.63 143.01
R3 143.48 143.31 142.92
R2 143.16 143.16 142.89
R1 142.99 142.99 142.86 142.92
PP 142.84 142.84 142.84 142.80
S1 142.67 142.67 142.80 142.60
S2 142.52 142.52 142.77
S3 142.20 142.35 142.74
S4 141.88 142.03 142.65
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 147.87 146.97 143.46
R3 146.08 145.18 142.97
R2 144.29 144.29 142.81
R1 143.39 143.39 142.64 143.84
PP 142.50 142.50 142.50 142.73
S1 141.60 141.60 142.32 142.05
S2 140.71 140.71 142.15
S3 138.92 139.81 141.99
S4 137.13 138.02 141.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.48 142.00 1.48 1.0% 0.69 0.5% 56% False False 589,762
10 143.48 141.52 1.96 1.4% 0.63 0.4% 67% False False 301,306
20 143.48 141.20 2.28 1.6% 0.53 0.4% 71% False False 151,784
40 143.48 137.49 5.99 4.2% 0.47 0.3% 89% False False 76,302
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 144.36
2.618 143.84
1.618 143.52
1.000 143.32
0.618 143.20
HIGH 143.00
0.618 142.88
0.500 142.84
0.382 142.80
LOW 142.68
0.618 142.48
1.000 142.36
1.618 142.16
2.618 141.84
4.250 141.32
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 142.84 142.88
PP 142.84 142.86
S1 142.83 142.85

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

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