Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 144.12 143.96 -0.16 -0.1% 142.63
High 144.23 144.57 0.34 0.2% 144.04
Low 143.85 143.88 0.03 0.0% 142.25
Close 143.98 144.07 0.09 0.1% 143.88
Range 0.38 0.69 0.31 81.6% 1.79
ATR 0.59 0.59 0.01 1.3% 0.00
Volume 926,483 967,339 40,856 4.4% 4,500,271
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 146.24 145.85 144.45
R3 145.55 145.16 144.26
R2 144.86 144.86 144.20
R1 144.47 144.47 144.13 144.67
PP 144.17 144.17 144.17 144.27
S1 143.78 143.78 144.01 143.98
S2 143.48 143.48 143.94
S3 142.79 143.09 143.88
S4 142.10 142.40 143.69
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 148.76 148.11 144.86
R3 146.97 146.32 144.37
R2 145.18 145.18 144.21
R1 144.53 144.53 144.04 144.86
PP 143.39 143.39 143.39 143.55
S1 142.74 142.74 143.72 143.07
S2 141.60 141.60 143.55
S3 139.81 140.95 143.39
S4 138.02 139.16 142.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.57 142.93 1.64 1.1% 0.59 0.4% 70% True False 876,674
10 144.57 141.37 3.20 2.2% 0.65 0.4% 84% True False 857,932
20 144.57 139.26 5.31 3.7% 0.58 0.4% 91% True False 736,610
40 144.57 138.68 5.89 4.1% 0.55 0.4% 92% True False 589,256
60 144.57 138.68 5.89 4.1% 0.54 0.4% 92% True False 424,526
80 144.57 138.68 5.89 4.1% 0.50 0.3% 92% True False 318,623
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.50
2.618 146.38
1.618 145.69
1.000 145.26
0.618 145.00
HIGH 144.57
0.618 144.31
0.500 144.23
0.382 144.14
LOW 143.88
0.618 143.45
1.000 143.19
1.618 142.76
2.618 142.07
4.250 140.95
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 144.23 144.08
PP 144.17 144.08
S1 144.12 144.07

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

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