Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 143.68 143.55 -0.13 -0.1% 142.37
High 144.08 143.68 -0.40 -0.3% 144.08
Low 143.45 143.02 -0.43 -0.3% 142.22
Close 143.58 143.38 -0.20 -0.1% 143.58
Range 0.63 0.66 0.03 4.8% 1.86
ATR 0.63 0.63 0.00 0.3% 0.00
Volume 768,860 516,572 -252,288 -32.8% 2,921,974
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 145.34 145.02 143.74
R3 144.68 144.36 143.56
R2 144.02 144.02 143.50
R1 143.70 143.70 143.44 143.53
PP 143.36 143.36 143.36 143.28
S1 143.04 143.04 143.32 142.87
S2 142.70 142.70 143.26
S3 142.04 142.38 143.20
S4 141.38 141.72 143.02
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 148.87 148.09 144.60
R3 147.01 146.23 144.09
R2 145.15 145.15 143.92
R1 144.37 144.37 143.75 144.76
PP 143.29 143.29 143.29 143.49
S1 142.51 142.51 143.41 142.90
S2 141.43 141.43 143.24
S3 139.57 140.65 143.07
S4 137.71 138.79 142.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.08 142.22 1.86 1.3% 0.63 0.4% 62% False False 687,709
10 144.08 142.10 1.98 1.4% 0.57 0.4% 65% False False 706,884
20 144.08 141.81 2.27 1.6% 0.59 0.4% 69% False False 771,816
40 144.08 141.20 2.88 2.0% 0.56 0.4% 76% False False 409,874
60 144.08 137.38 6.70 4.7% 0.50 0.3% 90% False False 273,469
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 0.10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.49
2.618 145.41
1.618 144.75
1.000 144.34
0.618 144.09
HIGH 143.68
0.618 143.43
0.500 143.35
0.382 143.27
LOW 143.02
0.618 142.61
1.000 142.36
1.618 141.95
2.618 141.29
4.250 140.22
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 143.37 143.55
PP 143.36 143.49
S1 143.35 143.44

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

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