Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 143.45 143.97 0.52 0.4% 143.50
High 143.95 144.02 0.07 0.0% 144.28
Low 143.45 143.52 0.07 0.0% 143.41
Close 143.87 143.68 -0.19 -0.1% 143.87
Range 0.50 0.50 0.00 0.0% 0.87
ATR 0.59 0.58 -0.01 -1.1% 0.00
Volume 466,029 587,445 121,416 26.1% 2,652,509
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 145.24 144.96 143.96
R3 144.74 144.46 143.82
R2 144.24 144.24 143.77
R1 143.96 143.96 143.73 143.85
PP 143.74 143.74 143.74 143.69
S1 143.46 143.46 143.63 143.35
S2 143.24 143.24 143.59
S3 142.74 142.96 143.54
S4 142.24 142.46 143.41
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 146.46 146.04 144.35
R3 145.59 145.17 144.11
R2 144.72 144.72 144.03
R1 144.30 144.30 143.95 144.51
PP 143.85 143.85 143.85 143.96
S1 143.43 143.43 143.79 143.64
S2 142.98 142.98 143.71
S3 142.11 142.56 143.63
S4 141.24 141.69 143.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.28 143.41 0.87 0.6% 0.58 0.4% 31% False False 647,990
10 144.28 143.09 1.19 0.8% 0.51 0.4% 50% False False 612,493
20 144.57 142.25 2.32 1.6% 0.57 0.4% 62% False False 725,477
40 144.57 138.68 5.89 4.1% 0.56 0.4% 85% False False 623,890
60 144.57 138.68 5.89 4.1% 0.54 0.4% 85% False False 548,455
80 144.57 138.68 5.89 4.1% 0.53 0.4% 85% False False 411,847
100 144.57 138.68 5.89 4.1% 0.50 0.3% 85% False False 329,485
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Fibonacci Retracements and Extensions
4.250 146.15
2.618 145.33
1.618 144.83
1.000 144.52
0.618 144.33
HIGH 144.02
0.618 143.83
0.500 143.77
0.382 143.71
LOW 143.52
0.618 143.21
1.000 143.02
1.618 142.71
2.618 142.21
4.250 141.40
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 143.77 143.83
PP 143.74 143.78
S1 143.71 143.73

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

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