Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 146.98 147.01 0.03 0.0% 145.81
High 147.19 147.25 0.06 0.0% 147.19
Low 146.85 146.55 -0.30 -0.2% 145.72
Close 147.11 146.65 -0.46 -0.3% 146.92
Range 0.34 0.70 0.36 105.9% 1.47
ATR 0.55 0.56 0.01 2.0% 0.00
Volume 615,452 728,216 112,764 18.3% 2,579,968
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 148.92 148.48 147.04
R3 148.22 147.78 146.84
R2 147.52 147.52 146.78
R1 147.08 147.08 146.71 146.95
PP 146.82 146.82 146.82 146.75
S1 146.38 146.38 146.59 146.25
S2 146.12 146.12 146.52
S3 145.42 145.68 146.46
S4 144.72 144.98 146.27
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 151.02 150.44 147.73
R3 149.55 148.97 147.32
R2 148.08 148.08 147.19
R1 147.50 147.50 147.05 147.79
PP 146.61 146.61 146.61 146.76
S1 146.03 146.03 146.79 146.32
S2 145.14 145.14 146.65
S3 143.67 144.56 146.52
S4 142.20 143.09 146.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.25 146.55 0.70 0.5% 0.45 0.3% 14% True True 541,984
10 147.25 145.66 1.59 1.1% 0.48 0.3% 62% True False 516,277
20 147.25 144.03 3.22 2.2% 0.59 0.4% 81% True False 564,067
40 147.25 143.27 3.98 2.7% 0.55 0.4% 85% True False 373,053
60 147.25 141.99 5.26 3.6% 0.46 0.3% 89% True False 248,746
80 147.25 141.01 6.24 4.3% 0.39 0.3% 90% True False 186,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 150.23
2.618 149.08
1.618 148.38
1.000 147.95
0.618 147.68
HIGH 147.25
0.618 146.98
0.500 146.90
0.382 146.82
LOW 146.55
0.618 146.12
1.000 145.85
1.618 145.42
2.618 144.72
4.250 143.58
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 146.90 146.90
PP 146.82 146.82
S1 146.73 146.73

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

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