Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 144.72 144.68 -0.04 0.0% 144.83
High 144.84 145.33 0.49 0.3% 145.01
Low 144.62 144.65 0.03 0.0% 144.29
Close 144.77 145.31 0.54 0.4% 144.86
Range 0.22 0.68 0.46 209.1% 0.72
ATR 0.52 0.53 0.01 2.1% 0.00
Volume 727,059 781,335 54,276 7.5% 2,691,047
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 147.14 146.90 145.68
R3 146.46 146.22 145.50
R2 145.78 145.78 145.43
R1 145.54 145.54 145.37 145.66
PP 145.10 145.10 145.10 145.16
S1 144.86 144.86 145.25 144.98
S2 144.42 144.42 145.19
S3 143.74 144.18 145.12
S4 143.06 143.50 144.94
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
5 145.33 144.29 1.04 0.7% 0.48 0.3% 98% True False 619,981
10 145.33 143.80 1.53 1.1% 0.51 0.4% 99% True False 589,259
20 145.33 143.55 1.78 1.2% 0.52 0.4% 99% True False 566,364
40 145.33 142.10 3.23 2.2% 0.54 0.4% 99% True False 633,081
60 145.33 141.47 3.86 2.7% 0.55 0.4% 99% True False 550,514
80 145.33 138.81 6.52 4.5% 0.53 0.4% 100% True False 413,237
100 145.33 136.93 8.40 5.8% 0.47 0.3% 100% True False 330,596
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 0.14
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 148.22
2.618 147.11
1.618 146.43
1.000 146.01
0.618 145.75
HIGH 145.33
0.618 145.07
0.500 144.99
0.382 144.91
LOW 144.65
0.618 144.23
1.000 143.97
1.618 143.55
2.618 142.87
4.250 141.76
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 145.20 145.20
PP 145.10 145.09
S1 144.99 144.98

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

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