Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 146.06 145.99 -0.07 0.0% 146.02
High 146.26 146.43 0.17 0.1% 147.12
Low 145.81 145.25 -0.56 -0.4% 145.90
Close 145.93 146.19 0.26 0.2% 146.81
Range 0.45 1.18 0.73 162.2% 1.22
ATR 0.54 0.59 0.05 8.4% 0.00
Volume 236,312 236,312 0 0.0% 2,751,199
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 149.50 149.02 146.84
R3 148.32 147.84 146.51
R2 147.14 147.14 146.41
R1 146.66 146.66 146.30 146.90
PP 145.96 145.96 145.96 146.08
S1 145.48 145.48 146.08 145.72
S2 144.78 144.78 145.97
S3 143.60 144.30 145.87
S4 142.42 143.12 145.54
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
5 147.04 145.25 1.79 1.2% 0.65 0.4% 53% False True 754,652
10 147.12 145.25 1.87 1.3% 0.58 0.4% 50% False True 618,955
20 147.12 144.35 2.77 1.9% 0.56 0.4% 66% False False 625,285
40 147.12 143.15 3.97 2.7% 0.54 0.4% 77% False False 600,146
60 147.12 141.81 5.31 3.6% 0.56 0.4% 82% False False 642,904
80 147.12 141.20 5.92 4.0% 0.55 0.4% 84% False False 540,200
100 147.12 138.19 8.93 6.1% 0.53 0.4% 90% False False 432,341
120 147.12 136.93 10.19 7.0% 0.47 0.3% 91% False False 360,286
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 0.13
Widest range in 121 trading days
Fibonacci Retracements and Extensions
4.250 151.45
2.618 149.52
1.618 148.34
1.000 147.61
0.618 147.16
HIGH 146.43
0.618 145.98
0.500 145.84
0.382 145.70
LOW 145.25
0.618 144.52
1.000 144.07
1.618 143.34
2.618 142.16
4.250 140.24
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 146.07 146.12
PP 145.96 146.05
S1 145.84 145.99

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

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