Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 143.57 143.79 0.22 0.2% 143.67
High 144.05 144.32 0.27 0.2% 144.32
Low 143.51 143.72 0.21 0.1% 143.15
Close 143.89 144.08 0.19 0.1% 144.08
Range 0.54 0.60 0.06 11.1% 1.17
ATR 0.60 0.60 0.00 0.1% 0.00
Volume 715,800 460,630 -255,170 -35.6% 2,964,488
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 145.84 145.56 144.41
R3 145.24 144.96 144.25
R2 144.64 144.64 144.19
R1 144.36 144.36 144.14 144.50
PP 144.04 144.04 144.04 144.11
S1 143.76 143.76 144.03 143.90
S2 143.44 143.44 143.97
S3 142.84 143.16 143.92
S4 142.24 142.56 143.75
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 147.36 146.89 144.72
R3 146.19 145.72 144.40
R2 145.02 145.02 144.29
R1 144.55 144.55 144.19 144.79
PP 143.85 143.85 143.85 143.97
S1 143.38 143.38 143.97 143.62
S2 142.68 142.68 143.87
S3 141.51 142.21 143.76
S4 140.34 141.04 143.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.32 143.15 1.17 0.8% 0.46 0.3% 79% True False 592,897
10 144.32 142.49 1.83 1.3% 0.53 0.4% 87% True False 630,127
20 144.32 142.10 2.22 1.5% 0.55 0.4% 89% True False 671,611
40 144.32 141.47 2.85 2.0% 0.57 0.4% 92% True False 554,079
60 144.32 139.28 5.04 3.5% 0.54 0.4% 95% True False 369,872
80 144.32 136.93 7.39 5.1% 0.46 0.3% 97% True False 277,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 146.87
2.618 145.89
1.618 145.29
1.000 144.92
0.618 144.69
HIGH 144.32
0.618 144.09
0.500 144.02
0.382 143.95
LOW 143.72
0.618 143.35
1.000 143.12
1.618 142.75
2.618 142.15
4.250 141.17
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 144.06 143.97
PP 144.04 143.85
S1 144.02 143.74

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

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