Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 145.99 146.49 0.50 0.3% 146.72
High 146.43 146.86 0.43 0.3% 147.04
Low 145.25 146.40 1.15 0.8% 145.25
Close 146.19 146.77 0.58 0.4% 146.77
Range 1.18 0.46 -0.72 -61.0% 1.79
ATR 0.59 0.59 0.01 1.0% 0.00
Volume 236,312 18,728 -217,584 -92.1% 2,958,741
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 148.06 147.87 147.02
R3 147.60 147.41 146.90
R2 147.14 147.14 146.85
R1 146.95 146.95 146.81 147.05
PP 146.68 146.68 146.68 146.72
S1 146.49 146.49 146.73 146.59
S2 146.22 146.22 146.69
S3 145.76 146.03 146.64
S4 145.30 145.57 146.52
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 151.72 151.04 147.75
R3 149.93 149.25 147.26
R2 148.14 148.14 147.10
R1 147.46 147.46 146.93 147.80
PP 146.35 146.35 146.35 146.53
S1 145.67 145.67 146.61 146.01
S2 144.56 144.56 146.44
S3 142.77 143.88 146.28
S4 140.98 142.09 145.79
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% 0.68 0.5% 85% False False 591,748
10 147.12 145.25 1.87 1.3% 0.57 0.4% 81% False False 582,134
20 147.12 144.62 2.50 1.7% 0.56 0.4% 86% False False 602,964
40 147.12 143.15 3.97 2.7% 0.54 0.4% 91% False False 586,273
60 147.12 142.07 5.05 3.4% 0.56 0.4% 93% False False 633,884
80 147.12 141.20 5.92 4.0% 0.55 0.4% 94% False False 540,375
100 147.12 138.60 8.52 5.8% 0.53 0.4% 96% False False 432,526
120 147.12 136.93 10.19 6.9% 0.47 0.3% 97% False False 360,442
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.82
2.618 148.06
1.618 147.60
1.000 147.32
0.618 147.14
HIGH 146.86
0.618 146.68
0.500 146.63
0.382 146.58
LOW 146.40
0.618 146.12
1.000 145.94
1.618 145.66
2.618 145.20
4.250 144.45
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 146.72 146.53
PP 146.68 146.29
S1 146.63 146.06

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

View Archives - Comment on this page... - Back to Index of Symbols