Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 145.27 145.01 -0.26 -0.2% 143.53
High 145.43 145.20 -0.23 -0.2% 145.63
Low 144.96 144.83 -0.13 -0.1% 143.51
Close 145.15 144.95 -0.20 -0.1% 145.20
Range 0.47 0.37 -0.10 -21.3% 2.12
ATR 0.47 0.46 -0.01 -1.5% 0.00
Volume 4,269 15,608 11,339 265.6% 50,115
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 146.10 145.90 145.15
R3 145.73 145.53 145.05
R2 145.36 145.36 145.02
R1 145.16 145.16 144.98 145.08
PP 144.99 144.99 144.99 144.95
S1 144.79 144.79 144.92 144.71
S2 144.62 144.62 144.88
S3 144.25 144.42 144.85
S4 143.88 144.05 144.75
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 151.14 150.29 146.37
R3 149.02 148.17 145.78
R2 146.90 146.90 145.59
R1 146.05 146.05 145.39 146.48
PP 144.78 144.78 144.78 144.99
S1 143.93 143.93 145.01 144.36
S2 142.66 142.66 144.81
S3 140.54 141.81 144.62
S4 138.42 139.69 144.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.63 144.17 1.46 1.0% 0.59 0.4% 53% False False 12,585
10 145.63 143.20 2.43 1.7% 0.49 0.3% 72% False False 7,238
20 145.63 142.48 3.15 2.2% 0.43 0.3% 78% False False 3,690
40 145.63 141.34 4.29 3.0% 0.28 0.2% 84% False False 1,849
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.07
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 146.77
2.618 146.17
1.618 145.80
1.000 145.57
0.618 145.43
HIGH 145.20
0.618 145.06
0.500 145.02
0.382 144.97
LOW 144.83
0.618 144.60
1.000 144.46
1.618 144.23
2.618 143.86
4.250 143.26
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 145.02 145.21
PP 144.99 145.12
S1 144.97 145.04

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

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