Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 145.00 144.67 -0.33 -0.2% 143.97
High 145.00 144.75 -0.25 -0.2% 145.33
Low 144.60 144.38 -0.22 -0.2% 143.49
Close 144.76 144.70 -0.06 0.0% 144.38
Range 0.40 0.37 -0.03 -7.5% 1.84
ATR 0.67 0.65 -0.02 -3.1% 0.00
Volume 710,493 47,556 -662,937 -93.3% 4,987,805
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 145.72 145.58 144.90
R3 145.35 145.21 144.80
R2 144.98 144.98 144.77
R1 144.84 144.84 144.73 144.91
PP 144.61 144.61 144.61 144.65
S1 144.47 144.47 144.67 144.54
S2 144.24 144.24 144.63
S3 143.87 144.10 144.60
S4 143.50 143.73 144.50
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 149.92 148.99 145.39
R3 148.08 147.15 144.89
R2 146.24 146.24 144.72
R1 145.31 145.31 144.55 145.78
PP 144.40 144.40 144.40 144.63
S1 143.47 143.47 144.21 143.94
S2 142.56 142.56 144.04
S3 140.72 141.63 143.87
S4 138.88 139.79 143.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.40 144.18 1.22 0.8% 0.62 0.4% 43% False False 960,601
10 145.40 143.41 1.99 1.4% 0.64 0.4% 65% False False 823,757
20 145.40 143.09 2.31 1.6% 0.60 0.4% 70% False False 749,931
40 145.40 139.26 6.14 4.2% 0.58 0.4% 89% False False 736,994
60 145.40 138.68 6.72 4.6% 0.57 0.4% 90% False False 640,582
80 145.40 138.68 6.72 4.6% 0.56 0.4% 90% False False 493,794
100 145.40 138.68 6.72 4.6% 0.52 0.4% 90% False False 395,211
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 146.32
2.618 145.72
1.618 145.35
1.000 145.12
0.618 144.98
HIGH 144.75
0.618 144.61
0.500 144.57
0.382 144.52
LOW 144.38
0.618 144.15
1.000 144.01
1.618 143.78
2.618 143.41
4.250 142.81
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 144.66 144.89
PP 144.61 144.83
S1 144.57 144.76

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

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