Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 146.63 146.72 0.09 0.1% 146.02
High 146.84 147.04 0.20 0.1% 147.12
Low 146.52 146.52 0.00 0.0% 145.90
Close 146.81 146.72 -0.09 -0.1% 146.81
Range 0.32 0.52 0.20 62.5% 1.22
ATR 0.53 0.53 0.00 -0.2% 0.00
Volume 833,248 1,283,387 450,139 54.0% 2,751,199
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 148.32 148.04 147.01
R3 147.80 147.52 146.86
R2 147.28 147.28 146.82
R1 147.00 147.00 146.77 146.98
PP 146.76 146.76 146.76 146.75
S1 146.48 146.48 146.67 146.46
S2 146.24 146.24 146.62
S3 145.72 145.96 146.58
S4 145.20 145.44 146.43
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 150.27 149.76 147.48
R3 149.05 148.54 147.15
R2 147.83 147.83 147.03
R1 147.32 147.32 146.92 147.58
PP 146.61 146.61 146.61 146.74
S1 146.10 146.10 146.70 146.36
S2 145.39 145.39 146.59
S3 144.17 144.88 146.47
S4 142.95 143.66 146.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.12 145.90 1.22 0.8% 0.53 0.4% 67% False False 806,917
10 147.12 145.74 1.38 0.9% 0.48 0.3% 71% False False 627,671
20 147.12 144.29 2.83 1.9% 0.51 0.3% 86% False False 635,875
40 147.12 142.49 4.63 3.2% 0.53 0.4% 91% False False 613,274
60 147.12 141.81 5.31 3.6% 0.55 0.4% 92% False False 661,971
80 147.12 141.20 5.92 4.0% 0.54 0.4% 93% False False 519,552
100 147.12 137.49 9.63 6.6% 0.51 0.3% 96% False False 415,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 149.25
2.618 148.40
1.618 147.88
1.000 147.56
0.618 147.36
HIGH 147.04
0.618 146.84
0.500 146.78
0.382 146.72
LOW 146.52
0.618 146.20
1.000 146.00
1.618 145.68
2.618 145.16
4.250 144.31
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 146.78 146.82
PP 146.76 146.79
S1 146.74 146.75

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

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