Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 145.78 146.63 0.85 0.6% 144.72
High 146.75 146.76 0.01 0.0% 146.76
Low 145.73 146.25 0.52 0.4% 144.62
Close 146.65 146.33 -0.32 -0.2% 146.33
Range 1.02 0.51 -0.51 -50.0% 2.14
ATR 0.58 0.58 -0.01 -0.9% 0.00
Volume 642,976 529,570 -113,406 -17.6% 3,749,754
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 147.98 147.66 146.61
R3 147.47 147.15 146.47
R2 146.96 146.96 146.42
R1 146.64 146.64 146.38 146.55
PP 146.45 146.45 146.45 146.40
S1 146.13 146.13 146.28 146.04
S2 145.94 145.94 146.24
S3 145.43 145.62 146.19
S4 144.92 145.11 146.05
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 152.32 151.47 147.51
R3 150.18 149.33 146.92
R2 148.04 148.04 146.72
R1 147.19 147.19 146.53 147.62
PP 145.90 145.90 145.90 146.12
S1 145.05 145.05 146.13 145.48
S2 143.76 143.76 145.94
S3 141.62 142.91 145.74
S4 139.48 140.77 145.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.76 144.62 2.14 1.5% 0.63 0.4% 80% True False 749,950
10 146.76 144.29 2.47 1.7% 0.53 0.4% 83% True False 644,080
20 146.76 143.55 3.21 2.2% 0.54 0.4% 87% True False 596,322
40 146.76 142.10 4.66 3.2% 0.55 0.4% 91% True False 631,132
60 146.76 141.52 5.24 3.6% 0.57 0.4% 92% True False 587,777
80 146.76 139.40 7.36 5.0% 0.55 0.4% 94% True False 441,253
100 146.76 136.93 9.83 6.7% 0.49 0.3% 96% True False 353,009
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 0.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148.93
2.618 148.10
1.618 147.59
1.000 147.27
0.618 147.08
HIGH 146.76
0.618 146.57
0.500 146.51
0.382 146.44
LOW 146.25
0.618 145.93
1.000 145.74
1.618 145.42
2.618 144.91
4.250 144.08
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 146.51 146.22
PP 146.45 146.11
S1 146.39 146.01

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

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