Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 143.18 143.00 -0.18 -0.1% 142.24
High 143.25 143.48 0.23 0.2% 143.41
Low 142.28 142.94 0.66 0.5% 141.62
Close 142.48 143.23 0.75 0.5% 142.48
Range 0.97 0.54 -0.43 -44.3% 1.79
ATR 0.58 0.61 0.03 5.1% 0.00
Volume 531,066 887,494 356,428 67.1% 922,951
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 144.84 144.57 143.53
R3 144.30 144.03 143.38
R2 143.76 143.76 143.33
R1 143.49 143.49 143.28 143.63
PP 143.22 143.22 143.22 143.28
S1 142.95 142.95 143.18 143.09
S2 142.68 142.68 143.13
S3 142.14 142.41 143.08
S4 141.60 141.87 142.93
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
5 143.48 141.62 1.86 1.3% 0.74 0.5% 87% True False 360,158
10 143.48 141.52 1.96 1.4% 0.64 0.4% 87% True False 182,507
20 143.48 141.20 2.28 1.6% 0.53 0.4% 89% True False 92,297
40 143.48 137.49 5.99 4.2% 0.46 0.3% 96% True False 46,482
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.10
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 145.78
2.618 144.89
1.618 144.35
1.000 144.02
0.618 143.81
HIGH 143.48
0.618 143.27
0.500 143.21
0.382 143.15
LOW 142.94
0.618 142.61
1.000 142.40
1.618 142.07
2.618 141.53
4.250 140.65
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 143.22 143.11
PP 143.22 143.00
S1 143.21 142.88

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

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