Euro Bund Future September 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 145.61 145.60 -0.01 0.0% 144.99
High 145.87 145.60 -0.27 -0.2% 145.95
Low 145.37 144.75 -0.62 -0.4% 144.72
Close 145.58 144.92 -0.66 -0.5% 145.65
Range 0.50 0.85 0.35 70.0% 1.23
ATR 0.48 0.51 0.03 5.4% 0.00
Volume 726,633 922,626 195,993 27.0% 649,109
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 147.64 147.13 145.39
R3 146.79 146.28 145.15
R2 145.94 145.94 145.08
R1 145.43 145.43 145.00 145.26
PP 145.09 145.09 145.09 145.01
S1 144.58 144.58 144.84 144.41
S2 144.24 144.24 144.76
S3 143.39 143.73 144.69
S4 142.54 142.88 144.45
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 149.13 148.62 146.33
R3 147.90 147.39 145.99
R2 146.67 146.67 145.88
R1 146.16 146.16 145.76 146.42
PP 145.44 145.44 145.44 145.57
S1 144.93 144.93 145.54 145.19
S2 144.21 144.21 145.42
S3 142.98 143.70 145.31
S4 141.75 142.47 144.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.95 144.75 1.20 0.8% 0.60 0.4% 14% False True 443,911
10 145.95 144.54 1.41 1.0% 0.52 0.4% 27% False False 235,786
20 145.95 143.20 2.75 1.9% 0.50 0.3% 63% False False 121,512
40 145.95 141.99 3.96 2.7% 0.39 0.3% 74% False False 60,795
60 145.95 141.00 4.95 3.4% 0.32 0.2% 79% False False 40,531
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 0.06
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 149.21
2.618 147.83
1.618 146.98
1.000 146.45
0.618 146.13
HIGH 145.60
0.618 145.28
0.500 145.18
0.382 145.07
LOW 144.75
0.618 144.22
1.000 143.90
1.618 143.37
2.618 142.52
4.250 141.14
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 145.18 145.31
PP 145.09 145.18
S1 145.01 145.05

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

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