Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 146.50 147.08 0.58 0.4% 146.34
High 147.09 147.12 0.03 0.0% 146.58
Low 146.41 146.65 0.24 0.2% 145.74
Close 147.04 146.93 -0.11 -0.1% 146.09
Range 0.68 0.47 -0.21 -30.9% 0.84
ATR 0.55 0.54 -0.01 -1.0% 0.00
Volume 550,563 590,176 39,613 7.2% 2,242,130
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 148.31 148.09 147.19
R3 147.84 147.62 147.06
R2 147.37 147.37 147.02
R1 147.15 147.15 146.97 147.03
PP 146.90 146.90 146.90 146.84
S1 146.68 146.68 146.89 146.56
S2 146.43 146.43 146.84
S3 145.96 146.21 146.80
S4 145.49 145.74 146.67
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
5 147.12 145.74 1.38 0.9% 0.51 0.3% 86% True False 483,258
10 147.12 145.73 1.39 0.9% 0.55 0.4% 86% True False 533,262
20 147.12 144.00 3.12 2.1% 0.54 0.4% 94% True False 575,934
40 147.12 142.49 4.63 3.2% 0.53 0.4% 96% True False 589,234
60 147.12 141.81 5.31 3.6% 0.56 0.4% 96% True False 650,336
80 147.12 141.20 5.92 4.0% 0.55 0.4% 97% True False 493,108
100 147.12 137.23 9.89 6.7% 0.51 0.3% 98% True False 394,609
Crabel Price Patterns
NR True
NR4 False
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 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 149.12
2.618 148.35
1.618 147.88
1.000 147.59
0.618 147.41
HIGH 147.12
0.618 146.94
0.500 146.89
0.382 146.83
LOW 146.65
0.618 146.36
1.000 146.18
1.618 145.89
2.618 145.42
4.250 144.65
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 146.92 146.79
PP 146.90 146.65
S1 146.89 146.51

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

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