Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 139.08 139.64 0.56 0.4% 138.74
High 139.63 139.85 0.22 0.2% 139.25
Low 139.08 139.50 0.42 0.3% 138.68
Close 139.54 139.76 0.22 0.2% 139.09
Range 0.55 0.35 -0.20 -36.4% 0.57
ATR 0.53 0.51 -0.01 -2.4% 0.00
Volume 498,434 716,253 217,819 43.7% 949,587
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 140.75 140.61 139.95
R3 140.40 140.26 139.86
R2 140.05 140.05 139.82
R1 139.91 139.91 139.79 139.98
PP 139.70 139.70 139.70 139.74
S1 139.56 139.56 139.73 139.63
S2 139.35 139.35 139.70
S3 139.00 139.21 139.66
S4 138.65 138.86 139.57
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
5 139.85 138.68 1.17 0.8% 0.46 0.3% 92% True False 432,854
10 140.49 138.68 1.81 1.3% 0.53 0.4% 60% False False 376,028
20 141.35 138.68 2.67 1.9% 0.52 0.4% 40% False False 441,901
40 142.07 138.68 3.39 2.4% 0.52 0.4% 32% False False 268,484
60 142.25 138.68 3.57 2.6% 0.48 0.3% 30% False False 179,294
Crabel Price Patterns
NR True
NR4 False
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.34
2.618 140.77
1.618 140.42
1.000 140.20
0.618 140.07
HIGH 139.85
0.618 139.72
0.500 139.68
0.382 139.63
LOW 139.50
0.618 139.28
1.000 139.15
1.618 138.93
2.618 138.58
4.250 138.01
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 139.73 139.64
PP 139.70 139.52
S1 139.68 139.40

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

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