Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 146.72 146.72 0.00 0.0% 146.02
High 147.04 146.72 -0.32 -0.2% 147.12
Low 146.52 145.95 -0.57 -0.4% 145.90
Close 146.72 146.12 -0.60 -0.4% 146.81
Range 0.52 0.77 0.25 48.1% 1.22
ATR 0.53 0.55 0.02 3.2% 0.00
Volume 1,283,387 1,184,002 -99,385 -7.7% 2,751,199
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 148.57 148.12 146.54
R3 147.80 147.35 146.33
R2 147.03 147.03 146.26
R1 146.58 146.58 146.19 146.42
PP 146.26 146.26 146.26 146.19
S1 145.81 145.81 146.05 145.65
S2 145.49 145.49 145.98
S3 144.72 145.04 145.91
S4 143.95 144.27 145.70
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
5 147.12 145.95 1.17 0.8% 0.55 0.4% 15% False True 888,275
10 147.12 145.74 1.38 0.9% 0.51 0.3% 28% False False 687,575
20 147.12 144.29 2.83 1.9% 0.53 0.4% 65% False False 672,064
40 147.12 142.49 4.63 3.2% 0.54 0.4% 78% False False 622,345
60 147.12 141.81 5.31 3.6% 0.55 0.4% 81% False False 661,824
80 147.12 141.20 5.92 4.1% 0.55 0.4% 83% False False 534,314
100 147.12 137.49 9.63 6.6% 0.52 0.4% 90% False False 427,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 149.99
2.618 148.74
1.618 147.97
1.000 147.49
0.618 147.20
HIGH 146.72
0.618 146.43
0.500 146.34
0.382 146.24
LOW 145.95
0.618 145.47
1.000 145.18
1.618 144.70
2.618 143.93
4.250 142.68
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 146.34 146.50
PP 146.26 146.37
S1 146.19 146.25

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

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