Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 144.55 144.92 0.37 0.3% 144.83
High 144.96 145.01 0.05 0.0% 145.01
Low 144.35 144.71 0.36 0.2% 144.29
Close 144.89 144.86 -0.03 0.0% 144.86
Range 0.61 0.30 -0.31 -50.8% 0.72
ATR 0.56 0.55 -0.02 -3.3% 0.00
Volume 465,134 357,470 -107,664 -23.1% 2,691,047
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 145.76 145.61 145.03
R3 145.46 145.31 144.94
R2 145.16 145.16 144.92
R1 145.01 145.01 144.89 144.94
PP 144.86 144.86 144.86 144.82
S1 144.71 144.71 144.83 144.64
S2 144.56 144.56 144.81
S3 144.26 144.41 144.78
S4 143.96 144.11 144.70
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 146.88 146.59 145.26
R3 146.16 145.87 145.06
R2 145.44 145.44 144.99
R1 145.15 145.15 144.93 145.30
PP 144.72 144.72 144.72 144.79
S1 144.43 144.43 144.79 144.58
S2 144.00 144.00 144.73
S3 143.28 143.71 144.66
S4 142.56 142.99 144.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.01 144.29 0.72 0.5% 0.44 0.3% 79% True False 538,209
10 145.01 143.80 1.21 0.8% 0.51 0.4% 88% True False 551,137
20 145.01 143.15 1.86 1.3% 0.52 0.4% 92% True False 561,502
40 145.01 142.07 2.94 2.0% 0.55 0.4% 95% True False 639,004
60 145.01 141.20 3.81 2.6% 0.55 0.4% 96% True False 525,459
80 145.01 138.60 6.41 4.4% 0.53 0.4% 98% True False 394,384
100 145.01 136.93 8.08 5.6% 0.46 0.3% 98% True False 315,512
Crabel Price Patterns
NR True
NR4 True
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 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.29
2.618 145.80
1.618 145.50
1.000 145.31
0.618 145.20
HIGH 145.01
0.618 144.90
0.500 144.86
0.382 144.82
LOW 144.71
0.618 144.52
1.000 144.41
1.618 144.22
2.618 143.92
4.250 143.44
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 144.86 144.79
PP 144.86 144.72
S1 144.86 144.65

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

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