Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 143.40 143.23 -0.17 -0.1% 142.37
High 143.41 143.24 -0.17 -0.1% 144.08
Low 143.12 142.72 -0.40 -0.3% 142.22
Close 143.21 142.78 -0.43 -0.3% 143.58
Range 0.29 0.52 0.23 79.3% 1.86
ATR 0.61 0.60 -0.01 -1.0% 0.00
Volume 638,455 821,181 182,726 28.6% 2,921,974
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 144.47 144.15 143.07
R3 143.95 143.63 142.92
R2 143.43 143.43 142.88
R1 143.11 143.11 142.83 143.01
PP 142.91 142.91 142.91 142.87
S1 142.59 142.59 142.73 142.49
S2 142.39 142.39 142.68
S3 141.87 142.07 142.64
S4 141.35 141.55 142.49
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
5 144.08 142.72 1.36 1.0% 0.51 0.4% 4% False True 682,241
10 144.08 142.10 1.98 1.4% 0.57 0.4% 34% False False 709,936
20 144.08 141.81 2.27 1.6% 0.58 0.4% 43% False False 740,784
40 144.08 141.20 2.88 2.0% 0.56 0.4% 55% False False 446,284
60 144.08 137.49 6.59 4.6% 0.51 0.4% 80% False False 297,796
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 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.45
2.618 144.60
1.618 144.08
1.000 143.76
0.618 143.56
HIGH 143.24
0.618 143.04
0.500 142.98
0.382 142.92
LOW 142.72
0.618 142.40
1.000 142.20
1.618 141.88
2.618 141.36
4.250 140.51
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 142.98 143.20
PP 142.91 143.06
S1 142.85 142.92

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

View Archives - Comment on this page... - Back to Index of Symbols