Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 13-Feb-2014
Day Change Summary
Previous Current
12-Feb-2014 13-Feb-2014 Change Change % Previous Week
Open 141.62 141.55 -0.07 0.0% 141.96
High 141.65 142.01 0.36 0.3% 142.50
Low 141.20 141.53 0.33 0.2% 141.39
Close 141.25 141.87 0.62 0.4% 141.91
Range 0.45 0.48 0.03 6.7% 1.11
ATR 0.47 0.49 0.02 4.3% 0.00
Volume 3,640 1,004 -2,636 -72.4% 9,741
Daily Pivots for day following 13-Feb-2014
Classic Woodie Camarilla DeMark
R4 143.24 143.04 142.13
R3 142.76 142.56 142.00
R2 142.28 142.28 141.96
R1 142.08 142.08 141.91 142.18
PP 141.80 141.80 141.80 141.86
S1 141.60 141.60 141.83 141.70
S2 141.32 141.32 141.78
S3 140.84 141.12 141.74
S4 140.36 140.64 141.61
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 145.26 144.70 142.52
R3 144.15 143.59 142.22
R2 143.04 143.04 142.11
R1 142.48 142.48 142.01 142.21
PP 141.93 141.93 141.93 141.80
S1 141.37 141.37 141.81 141.10
S2 140.82 140.82 141.71
S3 139.71 140.26 141.60
S4 138.60 139.15 141.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.05 141.20 0.85 0.6% 0.41 0.3% 79% False False 2,291
10 142.50 141.20 1.30 0.9% 0.49 0.3% 52% False False 1,737
20 142.50 139.28 3.22 2.3% 0.47 0.3% 80% False False 1,457
40 142.50 136.93 5.57 3.9% 0.36 0.3% 89% False False 743
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 144.05
2.618 143.27
1.618 142.79
1.000 142.49
0.618 142.31
HIGH 142.01
0.618 141.83
0.500 141.77
0.382 141.71
LOW 141.53
0.618 141.23
1.000 141.05
1.618 140.75
2.618 140.27
4.250 139.49
Fisher Pivots for day following 13-Feb-2014
Pivot 1 day 3 day
R1 141.84 141.78
PP 141.80 141.69
S1 141.77 141.61

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

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