Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 142.33 142.63 0.30 0.2% 141.47
High 142.90 142.69 -0.21 -0.1% 142.90
Low 142.21 142.40 0.19 0.1% 141.30
Close 142.66 142.55 -0.11 -0.1% 142.66
Range 0.69 0.29 -0.40 -58.0% 1.60
ATR 0.58 0.56 -0.02 -3.6% 0.00
Volume 556,057 692,454 136,397 24.5% 2,950,718
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 143.42 143.27 142.71
R3 143.13 142.98 142.63
R2 142.84 142.84 142.60
R1 142.69 142.69 142.58 142.62
PP 142.55 142.55 142.55 142.51
S1 142.40 142.40 142.52 142.33
S2 142.26 142.26 142.50
S3 141.97 142.11 142.47
S4 141.68 141.82 142.39
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 147.09 146.47 143.54
R3 145.49 144.87 143.10
R2 143.89 143.89 142.95
R1 143.27 143.27 142.81 143.58
PP 142.29 142.29 142.29 142.44
S1 141.67 141.67 142.51 141.98
S2 140.69 140.69 142.37
S3 139.09 140.07 142.22
S4 137.49 138.47 141.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.90 141.30 1.60 1.1% 0.58 0.4% 78% False False 728,634
10 142.90 140.19 2.71 1.9% 0.55 0.4% 87% False False 640,102
20 142.90 138.68 4.22 3.0% 0.54 0.4% 92% False False 549,499
40 142.90 138.68 4.22 3.0% 0.53 0.4% 92% False False 477,235
60 142.90 138.68 4.22 3.0% 0.52 0.4% 92% False False 318,844
80 142.90 138.68 4.22 3.0% 0.48 0.3% 92% False False 239,140
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 143.92
2.618 143.45
1.618 143.16
1.000 142.98
0.618 142.87
HIGH 142.69
0.618 142.58
0.500 142.55
0.382 142.51
LOW 142.40
0.618 142.22
1.000 142.11
1.618 141.93
2.618 141.64
4.250 141.17
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 142.55 142.41
PP 142.55 142.27
S1 142.55 142.14

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

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