Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 142.75 142.67 -0.08 -0.1% 142.24
High 142.82 142.68 -0.14 -0.1% 143.41
Low 142.45 141.93 -0.52 -0.4% 141.62
Close 142.77 142.18 -0.59 -0.4% 142.48
Range 0.37 0.75 0.38 102.7% 1.79
ATR 0.59 0.61 0.02 3.0% 0.00
Volume 854,510 753,312 -101,198 -11.8% 922,951
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 144.51 144.10 142.59
R3 143.76 143.35 142.39
R2 143.01 143.01 142.32
R1 142.60 142.60 142.25 142.43
PP 142.26 142.26 142.26 142.18
S1 141.85 141.85 142.11 141.68
S2 141.51 141.51 142.04
S3 140.76 141.10 141.97
S4 140.01 140.35 141.77
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
5 143.48 141.93 1.55 1.1% 0.59 0.4% 16% False True 843,832
10 143.48 141.62 1.86 1.3% 0.62 0.4% 30% False False 461,293
20 143.48 141.20 2.28 1.6% 0.52 0.4% 43% False False 232,085
40 143.48 138.19 5.29 3.7% 0.48 0.3% 75% False False 116,496
60 143.48 136.93 6.55 4.6% 0.39 0.3% 80% False False 77,667
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145.87
2.618 144.64
1.618 143.89
1.000 143.43
0.618 143.14
HIGH 142.68
0.618 142.39
0.500 142.31
0.382 142.22
LOW 141.93
0.618 141.47
1.000 141.18
1.618 140.72
2.618 139.97
4.250 138.74
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 142.31 142.47
PP 142.26 142.37
S1 142.22 142.28

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

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