Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
24-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 142.37 143.18 0.81 0.6% 143.37
High 143.18 143.60 0.42 0.3% 143.55
Low 142.22 143.16 0.94 0.7% 142.10
Close 143.03 143.41 0.38 0.3% 142.51
Range 0.96 0.44 -0.52 -54.2% 1.45
ATR 0.64 0.64 -0.01 -0.8% 0.00
Volume 854,256 632,719 -221,537 -25.9% 3,630,296
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 144.71 144.50 143.65
R3 144.27 144.06 143.53
R2 143.83 143.83 143.49
R1 143.62 143.62 143.45 143.73
PP 143.39 143.39 143.39 143.44
S1 143.18 143.18 143.37 143.29
S2 142.95 142.95 143.33
S3 142.51 142.74 143.29
S4 142.07 142.30 143.17
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 147.07 146.24 143.31
R3 145.62 144.79 142.91
R2 144.17 144.17 142.78
R1 143.34 143.34 142.64 143.03
PP 142.72 142.72 142.72 142.57
S1 141.89 141.89 142.38 141.58
S2 141.27 141.27 142.24
S3 139.82 140.44 142.11
S4 138.37 138.99 141.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.60 142.10 1.50 1.0% 0.63 0.4% 87% True False 737,632
10 143.97 142.10 1.87 1.3% 0.63 0.4% 70% False False 762,871
20 143.97 141.81 2.16 1.5% 0.63 0.4% 74% False False 717,664
40 143.97 140.38 3.59 2.5% 0.57 0.4% 84% False False 361,227
60 143.97 136.93 7.04 4.9% 0.48 0.3% 92% False False 240,943
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
4.250 145.47
2.618 144.75
1.618 144.31
1.000 144.04
0.618 143.87
HIGH 143.60
0.618 143.43
0.500 143.38
0.382 143.33
LOW 143.16
0.618 142.89
1.000 142.72
1.618 142.45
2.618 142.01
4.250 141.29
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 143.40 143.24
PP 143.39 143.08
S1 143.38 142.91

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

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