Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 143.50 143.68 0.18 0.1% 142.37
High 143.92 144.08 0.16 0.1% 144.08
Low 143.46 143.45 -0.01 0.0% 142.22
Close 143.84 143.58 -0.26 -0.2% 143.58
Range 0.46 0.63 0.17 37.0% 1.86
ATR 0.63 0.63 0.00 0.0% 0.00
Volume 666,139 768,860 102,721 15.4% 2,921,974
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 145.59 145.22 143.93
R3 144.96 144.59 143.75
R2 144.33 144.33 143.70
R1 143.96 143.96 143.64 143.83
PP 143.70 143.70 143.70 143.64
S1 143.33 143.33 143.52 143.20
S2 143.07 143.07 143.46
S3 142.44 142.70 143.41
S4 141.81 142.07 143.23
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 148.87 148.09 144.60
R3 147.01 146.23 144.09
R2 145.15 145.15 143.92
R1 144.37 144.37 143.75 144.76
PP 143.29 143.29 143.29 143.49
S1 142.51 142.51 143.41 142.90
S2 141.43 141.43 143.24
S3 139.57 140.65 143.07
S4 137.71 138.79 142.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.08 142.22 1.86 1.3% 0.55 0.4% 73% True False 667,427
10 144.08 142.10 1.98 1.4% 0.57 0.4% 75% True False 713,095
20 144.08 141.81 2.27 1.6% 0.60 0.4% 78% True False 772,540
40 144.08 141.20 2.88 2.0% 0.56 0.4% 83% True False 396,982
60 144.08 137.23 6.85 4.8% 0.49 0.3% 93% True False 264,859
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146.76
2.618 145.73
1.618 145.10
1.000 144.71
0.618 144.47
HIGH 144.08
0.618 143.84
0.500 143.77
0.382 143.69
LOW 143.45
0.618 143.06
1.000 142.82
1.618 142.43
2.618 141.80
4.250 140.77
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 143.77 143.62
PP 143.70 143.61
S1 143.64 143.59

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

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