Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 145.75 145.99 0.24 0.2% 146.34
High 146.24 146.20 -0.04 0.0% 146.58
Low 145.74 145.95 0.21 0.1% 145.74
Close 146.10 146.09 -0.01 0.0% 146.09
Range 0.50 0.25 -0.25 -50.0% 0.84
ATR 0.55 0.53 -0.02 -3.9% 0.00
Volume 386,935 111,404 -275,531 -71.2% 2,242,130
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 146.83 146.71 146.23
R3 146.58 146.46 146.16
R2 146.33 146.33 146.14
R1 146.21 146.21 146.11 146.27
PP 146.08 146.08 146.08 146.11
S1 145.96 145.96 146.07 146.02
S2 145.83 145.83 146.04
S3 145.58 145.71 146.02
S4 145.33 145.46 145.95
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 148.66 148.21 146.55
R3 147.82 147.37 146.32
R2 146.98 146.98 146.24
R1 146.53 146.53 146.17 146.34
PP 146.14 146.14 146.14 146.04
S1 145.69 145.69 146.01 145.50
S2 145.30 145.30 145.94
S3 144.46 144.85 145.86
S4 143.62 144.01 145.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.58 145.74 0.84 0.6% 0.43 0.3% 42% False False 448,426
10 146.76 144.62 2.14 1.5% 0.53 0.4% 69% False False 599,188
20 146.76 143.80 2.96 2.0% 0.52 0.4% 77% False False 575,163
40 146.76 142.49 4.27 2.9% 0.53 0.4% 84% False False 592,978
60 146.76 141.62 5.14 3.5% 0.56 0.4% 87% False False 624,741
80 146.76 140.35 6.41 4.4% 0.55 0.4% 90% False False 469,200
100 146.76 136.93 9.83 6.7% 0.50 0.3% 93% False False 375,430
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 147.26
2.618 146.85
1.618 146.60
1.000 146.45
0.618 146.35
HIGH 146.20
0.618 146.10
0.500 146.08
0.382 146.05
LOW 145.95
0.618 145.80
1.000 145.70
1.618 145.55
2.618 145.30
4.250 144.89
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 146.09 146.07
PP 146.08 146.05
S1 146.08 146.03

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

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