Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 142.84 142.87 0.03 0.0% 143.55
High 142.99 143.70 0.71 0.5% 143.70
Low 142.49 142.64 0.15 0.1% 142.49
Close 142.92 143.50 0.58 0.4% 143.50
Range 0.50 1.06 0.56 112.0% 1.21
ATR 0.59 0.63 0.03 5.6% 0.00
Volume 804,583 555,997 -248,586 -30.9% 3,336,788
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 146.46 146.04 144.08
R3 145.40 144.98 143.79
R2 144.34 144.34 143.69
R1 143.92 143.92 143.60 144.13
PP 143.28 143.28 143.28 143.39
S1 142.86 142.86 143.40 143.07
S2 142.22 142.22 143.31
S3 141.16 141.80 143.21
S4 140.10 140.74 142.92
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 146.86 146.39 144.17
R3 145.65 145.18 143.83
R2 144.44 144.44 143.72
R1 143.97 143.97 143.61 143.60
PP 143.23 143.23 143.23 143.05
S1 142.76 142.76 143.39 142.39
S2 142.02 142.02 143.28
S3 140.81 141.55 143.17
S4 139.60 140.34 142.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.70 142.49 1.21 0.8% 0.61 0.4% 83% True False 667,357
10 144.08 142.22 1.86 1.3% 0.58 0.4% 69% False False 667,392
20 144.08 141.81 2.27 1.6% 0.61 0.4% 74% False False 728,422
40 144.08 141.20 2.88 2.0% 0.56 0.4% 80% False False 480,253
60 144.08 138.19 5.89 4.1% 0.52 0.4% 90% False False 320,472
80 144.08 136.93 7.15 5.0% 0.44 0.3% 92% False False 240,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 81 trading days
Fibonacci Retracements and Extensions
4.250 148.21
2.618 146.48
1.618 145.42
1.000 144.76
0.618 144.36
HIGH 143.70
0.618 143.30
0.500 143.17
0.382 143.04
LOW 142.64
0.618 141.98
1.000 141.58
1.618 140.92
2.618 139.86
4.250 138.14
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 143.39 143.37
PP 143.28 143.23
S1 143.17 143.10

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

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