Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 138.69 139.10 0.41 0.3% 138.74
High 139.22 139.25 0.03 0.0% 139.25
Low 138.68 138.94 0.26 0.2% 138.68
Close 139.12 139.09 -0.03 0.0% 139.09
Range 0.54 0.31 -0.23 -42.6% 0.57
ATR 0.54 0.53 -0.02 -3.1% 0.00
Volume 269,312 384,382 115,070 42.7% 949,587
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 140.02 139.87 139.26
R3 139.71 139.56 139.18
R2 139.40 139.40 139.15
R1 139.25 139.25 139.12 139.17
PP 139.09 139.09 139.09 139.06
S1 138.94 138.94 139.06 138.86
S2 138.78 138.78 139.03
S3 138.47 138.63 139.00
S4 138.16 138.32 138.92
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 140.72 140.47 139.40
R3 140.15 139.90 139.25
R2 139.58 139.58 139.19
R1 139.33 139.33 139.14 139.46
PP 139.01 139.01 139.01 139.07
S1 138.76 138.76 139.04 138.89
S2 138.44 138.44 138.99
S3 137.87 138.19 138.93
S4 137.30 137.62 138.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.93 138.68 1.25 0.9% 0.50 0.4% 33% False False 280,372
10 140.59 138.68 1.91 1.4% 0.51 0.4% 21% False False 339,009
20 141.83 138.68 3.15 2.3% 0.53 0.4% 13% False False 450,109
40 142.07 138.68 3.39 2.4% 0.52 0.4% 12% False False 238,139
60 142.25 138.68 3.57 2.6% 0.47 0.3% 11% False False 159,050
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140.57
2.618 140.06
1.618 139.75
1.000 139.56
0.618 139.44
HIGH 139.25
0.618 139.13
0.500 139.10
0.382 139.06
LOW 138.94
0.618 138.75
1.000 138.63
1.618 138.44
2.618 138.13
4.250 137.62
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 139.10 139.05
PP 139.09 139.01
S1 139.09 138.97

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

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