Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 142.74 143.18 0.44 0.3% 142.24
High 143.41 143.25 -0.16 -0.1% 143.41
Low 142.67 142.28 -0.39 -0.3% 141.62
Close 143.15 142.48 -0.67 -0.5% 142.48
Range 0.74 0.97 0.23 31.1% 1.79
ATR 0.55 0.58 0.03 5.4% 0.00
Volume 268,108 531,066 262,958 98.1% 922,951
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 145.58 145.00 143.01
R3 144.61 144.03 142.75
R2 143.64 143.64 142.66
R1 143.06 143.06 142.57 142.87
PP 142.67 142.67 142.67 142.57
S1 142.09 142.09 142.39 141.90
S2 141.70 141.70 142.30
S3 140.73 141.12 142.21
S4 139.76 140.15 141.95
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 147.87 146.97 143.46
R3 146.08 145.18 142.97
R2 144.29 144.29 142.81
R1 143.39 143.39 142.64 143.84
PP 142.50 142.50 142.50 142.73
S1 141.60 141.60 142.32 142.05
S2 140.71 140.71 142.15
S3 138.92 139.81 141.99
S4 137.13 138.02 141.50
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% 0.75 0.5% 48% False False 184,590
10 143.41 141.47 1.94 1.4% 0.61 0.4% 52% False False 93,882
20 143.41 141.20 2.21 1.6% 0.53 0.4% 58% False False 47,933
40 143.41 137.38 6.03 4.2% 0.46 0.3% 85% False False 24,295
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 22 trading days
Fibonacci Retracements and Extensions
4.250 147.37
2.618 145.79
1.618 144.82
1.000 144.22
0.618 143.85
HIGH 143.25
0.618 142.88
0.500 142.77
0.382 142.65
LOW 142.28
0.618 141.68
1.000 141.31
1.618 140.71
2.618 139.74
4.250 138.16
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 142.77 142.71
PP 142.67 142.63
S1 142.58 142.56

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

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