Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 145.99 146.02 0.03 0.0% 146.34
High 146.20 146.54 0.34 0.2% 146.58
Low 145.95 145.90 -0.05 0.0% 145.74
Close 146.09 146.40 0.31 0.2% 146.09
Range 0.25 0.64 0.39 156.0% 0.84
ATR 0.53 0.54 0.01 1.5% 0.00
Volume 111,404 777,212 665,808 597.7% 2,242,130
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 148.20 147.94 146.75
R3 147.56 147.30 146.58
R2 146.92 146.92 146.52
R1 146.66 146.66 146.46 146.79
PP 146.28 146.28 146.28 146.35
S1 146.02 146.02 146.34 146.15
S2 145.64 145.64 146.28
S3 145.00 145.38 146.22
S4 144.36 144.74 146.05
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
5 146.54 145.74 0.80 0.5% 0.46 0.3% 83% True False 486,875
10 146.76 144.65 2.11 1.4% 0.57 0.4% 83% False False 604,203
20 146.76 143.80 2.96 2.0% 0.53 0.4% 88% False False 592,207
40 146.76 142.49 4.27 2.9% 0.53 0.4% 92% False False 596,590
60 146.76 141.81 4.95 3.4% 0.56 0.4% 93% False False 636,948
80 146.76 140.38 6.38 4.4% 0.55 0.4% 94% False False 478,909
100 146.76 136.93 9.83 6.7% 0.50 0.3% 96% False False 383,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 149.26
2.618 148.22
1.618 147.58
1.000 147.18
0.618 146.94
HIGH 146.54
0.618 146.30
0.500 146.22
0.382 146.14
LOW 145.90
0.618 145.50
1.000 145.26
1.618 144.86
2.618 144.22
4.250 143.18
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 146.34 146.31
PP 146.28 146.23
S1 146.22 146.14

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

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