Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 142.45 142.82 0.37 0.3% 143.00
High 143.11 143.79 0.68 0.5% 143.48
Low 142.42 142.80 0.38 0.3% 141.81
Close 142.83 143.44 0.61 0.4% 142.24
Range 0.69 0.99 0.30 43.5% 1.67
ATR 0.62 0.64 0.03 4.3% 0.00
Volume 908,389 1,024,372 115,983 12.8% 4,248,039
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 146.31 145.87 143.98
R3 145.32 144.88 143.71
R2 144.33 144.33 143.62
R1 143.89 143.89 143.53 144.11
PP 143.34 143.34 143.34 143.46
S1 142.90 142.90 143.35 143.12
S2 142.35 142.35 143.26
S3 141.36 141.91 143.17
S4 140.37 140.92 142.90
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 147.52 146.55 143.16
R3 145.85 144.88 142.70
R2 144.18 144.18 142.55
R1 143.21 143.21 142.39 142.86
PP 142.51 142.51 142.51 142.34
S1 141.54 141.54 142.09 141.19
S2 140.84 140.84 141.93
S3 139.17 139.87 141.78
S4 137.50 138.20 141.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.79 141.81 1.98 1.4% 0.68 0.5% 82% True False 820,140
10 143.79 141.81 1.98 1.4% 0.64 0.4% 82% True False 831,986
20 143.79 141.47 2.32 1.6% 0.59 0.4% 85% True False 436,547
40 143.79 139.28 4.51 3.1% 0.53 0.4% 92% True False 219,002
60 143.79 136.93 6.86 4.8% 0.43 0.3% 95% True False 146,011
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 0.10
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 148.00
2.618 146.38
1.618 145.39
1.000 144.78
0.618 144.40
HIGH 143.79
0.618 143.41
0.500 143.30
0.382 143.18
LOW 142.80
0.618 142.19
1.000 141.81
1.618 141.20
2.618 140.21
4.250 138.59
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 143.39 143.27
PP 143.34 143.10
S1 143.30 142.93

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

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