Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 143.00 142.75 -0.25 -0.2% 142.24
High 143.00 142.82 -0.18 -0.1% 143.41
Low 142.68 142.45 -0.23 -0.2% 141.62
Close 142.83 142.77 -0.06 0.0% 142.48
Range 0.32 0.37 0.05 15.6% 1.79
ATR 0.61 0.59 -0.02 -2.7% 0.00
Volume 1,192,779 854,510 -338,269 -28.4% 922,951
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 143.79 143.65 142.97
R3 143.42 143.28 142.87
R2 143.05 143.05 142.84
R1 142.91 142.91 142.80 142.98
PP 142.68 142.68 142.68 142.72
S1 142.54 142.54 142.74 142.61
S2 142.31 142.31 142.70
S3 141.94 142.17 142.67
S4 141.57 141.80 142.57
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
5 143.48 142.28 1.20 0.8% 0.59 0.4% 41% False False 746,791
10 143.48 141.52 1.96 1.4% 0.62 0.4% 64% False False 386,332
20 143.48 141.20 2.28 1.6% 0.52 0.4% 69% False False 194,441
40 143.48 137.49 5.99 4.2% 0.47 0.3% 88% False False 97,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.39
2.618 143.79
1.618 143.42
1.000 143.19
0.618 143.05
HIGH 142.82
0.618 142.68
0.500 142.64
0.382 142.59
LOW 142.45
0.618 142.22
1.000 142.08
1.618 141.85
2.618 141.48
4.250 140.88
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 142.73 142.97
PP 142.68 142.90
S1 142.64 142.84

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

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