Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 142.37 142.37 0.00 0.0% 143.37
High 142.59 143.18 0.59 0.4% 143.55
Low 142.32 142.22 -0.10 -0.1% 142.10
Close 142.51 143.03 0.52 0.4% 142.51
Range 0.27 0.96 0.69 255.6% 1.45
ATR 0.62 0.64 0.02 3.9% 0.00
Volume 415,161 854,256 439,095 105.8% 3,630,296
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 145.69 145.32 143.56
R3 144.73 144.36 143.29
R2 143.77 143.77 143.21
R1 143.40 143.40 143.12 143.59
PP 142.81 142.81 142.81 142.90
S1 142.44 142.44 142.94 142.63
S2 141.85 141.85 142.85
S3 140.89 141.48 142.77
S4 139.93 140.52 142.50
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 147.07 146.24 143.31
R3 145.62 144.79 142.91
R2 144.17 144.17 142.78
R1 143.34 143.34 142.64 143.03
PP 142.72 142.72 142.72 142.57
S1 141.89 141.89 142.38 141.58
S2 141.27 141.27 142.24
S3 139.82 140.44 142.11
S4 138.37 138.99 141.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.46 142.10 1.36 1.0% 0.62 0.4% 68% False False 753,659
10 143.97 142.07 1.90 1.3% 0.64 0.4% 51% False False 783,290
20 143.97 141.62 2.35 1.6% 0.63 0.4% 60% False False 688,266
40 143.97 140.35 3.62 2.5% 0.56 0.4% 74% False False 345,421
60 143.97 136.93 7.04 4.9% 0.48 0.3% 87% False False 230,397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 147.26
2.618 145.69
1.618 144.73
1.000 144.14
0.618 143.77
HIGH 143.18
0.618 142.81
0.500 142.70
0.382 142.59
LOW 142.22
0.618 141.63
1.000 141.26
1.618 140.67
2.618 139.71
4.250 138.14
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 142.92 142.90
PP 142.81 142.77
S1 142.70 142.64

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

View Archives - Comment on this page... - Back to Index of Symbols