Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 143.26 143.26 0.00 0.0% 142.34
High 143.46 143.28 -0.18 -0.1% 143.97
Low 143.08 142.33 -0.75 -0.5% 142.07
Close 143.26 142.96 -0.30 -0.2% 143.46
Range 0.38 0.95 0.57 150.0% 1.90
ATR 0.61 0.63 0.02 4.0% 0.00
Volume 712,857 893,012 180,155 25.3% 4,119,443
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 145.71 145.28 143.48
R3 144.76 144.33 143.22
R2 143.81 143.81 143.13
R1 143.38 143.38 143.05 143.12
PP 142.86 142.86 142.86 142.73
S1 142.43 142.43 142.87 142.17
S2 141.91 141.91 142.79
S3 140.96 141.48 142.70
S4 140.01 140.53 142.44
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 148.87 148.06 144.51
R3 146.97 146.16 143.98
R2 145.07 145.07 143.81
R1 144.26 144.26 143.63 144.67
PP 143.17 143.17 143.17 143.37
S1 142.36 142.36 143.29 142.77
S2 141.27 141.27 143.11
S3 139.37 140.46 142.94
S4 137.47 138.56 142.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.97 142.33 1.64 1.1% 0.67 0.5% 38% False True 785,036
10 143.97 141.81 2.16 1.5% 0.65 0.5% 53% False False 775,482
20 143.97 141.52 2.45 1.7% 0.63 0.4% 59% False False 580,907
40 143.97 139.63 4.34 3.0% 0.56 0.4% 77% False False 291,519
60 143.97 136.93 7.04 4.9% 0.46 0.3% 86% False False 194,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 147.32
2.618 145.77
1.618 144.82
1.000 144.23
0.618 143.87
HIGH 143.28
0.618 142.92
0.500 142.81
0.382 142.69
LOW 142.33
0.618 141.74
1.000 141.38
1.618 140.79
2.618 139.84
4.250 138.29
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 142.91 142.95
PP 142.86 142.95
S1 142.81 142.94

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

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