Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 143.18 143.50 0.32 0.2% 143.37
High 143.60 143.92 0.32 0.2% 143.55
Low 143.16 143.46 0.30 0.2% 142.10
Close 143.41 143.84 0.43 0.3% 142.51
Range 0.44 0.46 0.02 4.5% 1.45
ATR 0.64 0.63 -0.01 -1.4% 0.00
Volume 632,719 666,139 33,420 5.3% 3,630,296
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 145.12 144.94 144.09
R3 144.66 144.48 143.97
R2 144.20 144.20 143.92
R1 144.02 144.02 143.88 144.11
PP 143.74 143.74 143.74 143.79
S1 143.56 143.56 143.80 143.65
S2 143.28 143.28 143.76
S3 142.82 143.10 143.71
S4 142.36 142.64 143.59
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
5 143.92 142.10 1.82 1.3% 0.54 0.4% 96% True False 692,257
10 143.97 142.10 1.87 1.3% 0.60 0.4% 93% False False 738,646
20 143.97 141.81 2.16 1.5% 0.61 0.4% 94% False False 747,503
40 143.97 141.03 2.94 2.0% 0.55 0.4% 96% False False 377,852
60 143.97 136.93 7.04 4.9% 0.49 0.3% 98% False False 252,045
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.88
2.618 145.12
1.618 144.66
1.000 144.38
0.618 144.20
HIGH 143.92
0.618 143.74
0.500 143.69
0.382 143.64
LOW 143.46
0.618 143.18
1.000 143.00
1.618 142.72
2.618 142.26
4.250 141.51
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 143.79 143.58
PP 143.74 143.33
S1 143.69 143.07

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

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