Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 146.05 145.81 -0.24 -0.2% 145.65
High 146.08 146.26 0.18 0.1% 146.33
Low 145.66 145.72 0.06 0.0% 144.91
Close 145.83 146.14 0.31 0.2% 145.83
Range 0.42 0.54 0.12 28.6% 1.42
ATR 0.62 0.61 -0.01 -0.9% 0.00
Volume 392,391 481,535 89,144 22.7% 2,554,430
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 147.66 147.44 146.44
R3 147.12 146.90 146.29
R2 146.58 146.58 146.24
R1 146.36 146.36 146.19 146.47
PP 146.04 146.04 146.04 146.10
S1 145.82 145.82 146.09 145.93
S2 145.50 145.50 146.04
S3 144.96 145.28 145.99
S4 144.42 144.74 145.84
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 149.95 149.31 146.61
R3 148.53 147.89 146.22
R2 147.11 147.11 146.09
R1 146.47 146.47 145.96 146.79
PP 145.69 145.69 145.69 145.85
S1 145.05 145.05 145.70 145.37
S2 144.27 144.27 145.57
S3 142.85 143.63 145.44
S4 141.43 142.21 145.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.33 144.91 1.42 1.0% 0.61 0.4% 87% False False 494,695
10 146.33 144.58 1.75 1.2% 0.62 0.4% 89% False False 532,489
20 146.33 144.03 2.30 1.6% 0.63 0.4% 92% False False 545,957
40 146.33 142.76 3.57 2.4% 0.54 0.4% 95% False False 276,442
60 146.33 141.43 4.90 3.4% 0.42 0.3% 96% False False 184,299
80 146.33 140.90 5.43 3.7% 0.38 0.3% 97% False False 138,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.56
2.618 147.67
1.618 147.13
1.000 146.80
0.618 146.59
HIGH 146.26
0.618 146.05
0.500 145.99
0.382 145.93
LOW 145.72
0.618 145.39
1.000 145.18
1.618 144.85
2.618 144.31
4.250 143.43
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 146.09 146.09
PP 146.04 146.04
S1 145.99 146.00

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

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