Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 145.25 145.52 0.27 0.2% 145.61
High 145.99 145.76 -0.23 -0.2% 145.99
Low 145.16 145.33 0.17 0.1% 144.03
Close 145.64 145.39 -0.25 -0.2% 145.64
Range 0.83 0.43 -0.40 -48.2% 1.96
ATR 0.58 0.57 -0.01 -1.9% 0.00
Volume 334,515 543,497 208,982 62.5% 4,406,976
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 146.78 146.52 145.63
R3 146.35 146.09 145.51
R2 145.92 145.92 145.47
R1 145.66 145.66 145.43 145.58
PP 145.49 145.49 145.49 145.45
S1 145.23 145.23 145.35 145.15
S2 145.06 145.06 145.31
S3 144.63 144.80 145.27
S4 144.20 144.37 145.15
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 151.10 150.33 146.72
R3 149.14 148.37 146.18
R2 147.18 147.18 146.00
R1 146.41 146.41 145.82 146.80
PP 145.22 145.22 145.22 145.41
S1 144.45 144.45 145.46 144.84
S2 143.26 143.26 145.28
S3 141.30 142.49 145.10
S4 139.34 140.53 144.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.99 144.03 1.96 1.3% 0.75 0.5% 69% False False 844,768
10 145.99 144.03 1.96 1.3% 0.65 0.4% 69% False False 559,426
20 145.99 143.55 2.44 1.7% 0.58 0.4% 75% False False 286,384
40 145.99 142.46 3.53 2.4% 0.46 0.3% 83% False False 143,326
60 145.99 141.01 4.98 3.4% 0.36 0.2% 88% False False 95,551
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 147.59
2.618 146.89
1.618 146.46
1.000 146.19
0.618 146.03
HIGH 145.76
0.618 145.60
0.500 145.55
0.382 145.49
LOW 145.33
0.618 145.06
1.000 144.90
1.618 144.63
2.618 144.20
4.250 143.50
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 145.55 145.26
PP 145.49 145.14
S1 145.44 145.01

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

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