Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 142.05 142.74 0.69 0.5% 141.67
High 142.87 143.41 0.54 0.4% 142.35
Low 142.00 142.67 0.67 0.5% 141.47
Close 142.56 143.15 0.59 0.4% 141.96
Range 0.87 0.74 -0.13 -14.9% 0.88
ATR 0.53 0.55 0.02 4.3% 0.00
Volume 69,363 268,108 198,745 286.5% 15,872
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 145.30 144.96 143.56
R3 144.56 144.22 143.35
R2 143.82 143.82 143.29
R1 143.48 143.48 143.22 143.65
PP 143.08 143.08 143.08 143.16
S1 142.74 142.74 143.08 142.91
S2 142.34 142.34 143.01
S3 141.60 142.00 142.95
S4 140.86 141.26 142.74
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
5 143.41 141.62 1.79 1.3% 0.64 0.4% 85% True False 78,754
10 143.41 141.47 1.94 1.4% 0.55 0.4% 87% True False 41,109
20 143.41 141.20 2.21 1.5% 0.52 0.4% 88% True False 21,423
40 143.41 137.23 6.18 4.3% 0.44 0.3% 96% True False 11,019
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.56
2.618 145.35
1.618 144.61
1.000 144.15
0.618 143.87
HIGH 143.41
0.618 143.13
0.500 143.04
0.382 142.95
LOW 142.67
0.618 142.21
1.000 141.93
1.618 141.47
2.618 140.73
4.250 139.53
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 143.11 142.94
PP 143.08 142.73
S1 143.04 142.52

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

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