Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 141.57 141.53 -0.04 0.0% 140.34
High 141.73 142.45 0.72 0.5% 141.57
Low 141.36 141.37 0.01 0.0% 140.19
Close 141.51 142.04 0.53 0.4% 141.40
Range 0.37 1.08 0.71 191.9% 1.38
ATR 0.51 0.56 0.04 7.8% 0.00
Volume 862,604 972,041 109,437 12.7% 2,757,848
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 145.19 144.70 142.63
R3 144.11 143.62 142.34
R2 143.03 143.03 142.24
R1 142.54 142.54 142.14 142.79
PP 141.95 141.95 141.95 142.08
S1 141.46 141.46 141.94 141.71
S2 140.87 140.87 141.84
S3 139.79 140.38 141.74
S4 138.71 139.30 141.45
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 145.19 144.68 142.16
R3 143.81 143.30 141.78
R2 142.43 142.43 141.65
R1 141.92 141.92 141.53 142.18
PP 141.05 141.05 141.05 141.18
S1 140.54 140.54 141.27 140.80
S2 139.67 139.67 141.15
S3 138.29 139.16 141.02
S4 136.91 137.78 140.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.45 140.57 1.88 1.3% 0.60 0.4% 78% True False 647,584
10 142.45 139.26 3.19 2.2% 0.58 0.4% 87% True False 637,551
20 142.45 138.68 3.77 2.7% 0.54 0.4% 89% True False 514,985
40 142.45 138.68 3.77 2.7% 0.53 0.4% 89% True False 446,151
60 142.45 138.68 3.77 2.7% 0.51 0.4% 89% True False 298,038
80 142.45 138.68 3.77 2.7% 0.48 0.3% 89% True False 223,536
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 0.12
Widest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 147.04
2.618 145.28
1.618 144.20
1.000 143.53
0.618 143.12
HIGH 142.45
0.618 142.04
0.500 141.91
0.382 141.78
LOW 141.37
0.618 140.70
1.000 140.29
1.618 139.62
2.618 138.54
4.250 136.78
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 142.00 141.99
PP 141.95 141.93
S1 141.91 141.88

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

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