Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 142.23 142.34 0.11 0.1% 143.00
High 142.45 142.60 0.15 0.1% 143.48
Low 141.81 142.12 0.31 0.2% 141.81
Close 142.24 142.48 0.24 0.2% 142.24
Range 0.64 0.48 -0.16 -25.0% 1.67
ATR 0.61 0.60 -0.01 -1.5% 0.00
Volume 559,944 771,089 211,145 37.7% 4,248,039
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 143.84 143.64 142.74
R3 143.36 143.16 142.61
R2 142.88 142.88 142.57
R1 142.68 142.68 142.52 142.78
PP 142.40 142.40 142.40 142.45
S1 142.20 142.20 142.44 142.30
S2 141.92 141.92 142.39
S3 141.44 141.72 142.35
S4 140.96 141.24 142.22
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 147.52 146.55 143.16
R3 145.85 144.88 142.70
R2 144.18 144.18 142.55
R1 143.21 143.21 142.39 142.86
PP 142.51 142.51 142.51 142.34
S1 141.54 141.54 142.09 141.19
S2 140.84 140.84 141.93
S3 139.17 139.87 141.78
S4 137.50 138.20 141.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.00 141.81 1.19 0.8% 0.51 0.4% 56% False False 826,326
10 143.48 141.62 1.86 1.3% 0.63 0.4% 46% False False 593,242
20 143.48 141.20 2.28 1.6% 0.53 0.4% 56% False False 298,371
40 143.48 138.60 4.88 3.4% 0.50 0.3% 80% False False 149,765
60 143.48 136.93 6.55 4.6% 0.40 0.3% 85% False False 99,851
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 0.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.64
2.618 143.86
1.618 143.38
1.000 143.08
0.618 142.90
HIGH 142.60
0.618 142.42
0.500 142.36
0.382 142.30
LOW 142.12
0.618 141.82
1.000 141.64
1.618 141.34
2.618 140.86
4.250 140.08
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 142.44 142.40
PP 142.40 142.32
S1 142.36 142.25

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

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