Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 138.81 139.28 0.47 0.3% 138.65
High 139.25 139.55 0.30 0.2% 139.55
Low 138.81 139.28 0.47 0.3% 138.60
Close 139.25 139.48 0.23 0.2% 139.48
Range 0.44 0.27 -0.17 -38.6% 0.95
ATR 0.37 0.36 0.00 -1.3% 0.00
Volume 49 13 -36 -73.5% 223
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 140.25 140.13 139.63
R3 139.98 139.86 139.55
R2 139.71 139.71 139.53
R1 139.59 139.59 139.50 139.65
PP 139.44 139.44 139.44 139.47
S1 139.32 139.32 139.46 139.38
S2 139.17 139.17 139.43
S3 138.90 139.05 139.41
S4 138.63 138.78 139.33
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 142.06 141.72 140.00
R3 141.11 140.77 139.74
R2 140.16 140.16 139.65
R1 139.82 139.82 139.57 139.99
PP 139.21 139.21 139.21 139.30
S1 138.87 138.87 139.39 139.04
S2 138.26 138.26 139.31
S3 137.31 137.92 139.22
S4 136.36 136.97 138.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.55 138.60 0.95 0.7% 0.30 0.2% 93% True False 44
10 139.55 137.38 2.17 1.6% 0.28 0.2% 97% True False 53
20 139.55 136.93 2.62 1.9% 0.25 0.2% 97% True False 31
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 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.70
2.618 140.26
1.618 139.99
1.000 139.82
0.618 139.72
HIGH 139.55
0.618 139.45
0.500 139.42
0.382 139.38
LOW 139.28
0.618 139.11
1.000 139.01
1.618 138.84
2.618 138.57
4.250 138.13
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 139.46 139.35
PP 139.44 139.21
S1 139.42 139.08

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

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