Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 141.80 142.05 0.25 0.2% 141.67
High 142.20 142.87 0.67 0.5% 142.35
Low 141.62 142.00 0.38 0.3% 141.47
Close 142.07 142.56 0.49 0.3% 141.96
Range 0.58 0.87 0.29 50.0% 0.88
ATR 0.50 0.53 0.03 5.2% 0.00
Volume 44,759 69,363 24,604 55.0% 15,872
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 145.09 144.69 143.04
R3 144.22 143.82 142.80
R2 143.35 143.35 142.72
R1 142.95 142.95 142.64 143.15
PP 142.48 142.48 142.48 142.58
S1 142.08 142.08 142.48 142.28
S2 141.61 141.61 142.40
S3 140.74 141.21 142.32
S4 139.87 140.34 142.08
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 144.57 144.14 142.44
R3 143.69 143.26 142.20
R2 142.81 142.81 142.12
R1 142.38 142.38 142.04 142.60
PP 141.93 141.93 141.93 142.03
S1 141.50 141.50 141.88 141.72
S2 141.05 141.05 141.80
S3 140.17 140.62 141.72
S4 139.29 139.74 141.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.87 141.52 1.35 0.9% 0.65 0.5% 77% True False 25,873
10 142.87 141.47 1.40 1.0% 0.52 0.4% 78% True False 14,398
20 142.87 141.03 1.84 1.3% 0.50 0.4% 83% True False 8,201
40 142.87 136.93 5.94 4.2% 0.43 0.3% 95% True False 4,316
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 146.57
2.618 145.15
1.618 144.28
1.000 143.74
0.618 143.41
HIGH 142.87
0.618 142.54
0.500 142.44
0.382 142.33
LOW 142.00
0.618 141.46
1.000 141.13
1.618 140.59
2.618 139.72
4.250 138.30
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 142.52 142.46
PP 142.48 142.35
S1 142.44 142.25

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

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