Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 144.28 143.88 -0.40 -0.3% 143.67
High 144.28 144.64 0.36 0.2% 144.32
Low 143.82 143.83 0.01 0.0% 143.15
Close 143.88 144.55 0.67 0.5% 144.08
Range 0.46 0.81 0.35 76.1% 1.17
ATR 0.59 0.60 0.02 2.7% 0.00
Volume 652,081 529,500 -122,581 -18.8% 2,964,488
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 146.77 146.47 145.00
R3 145.96 145.66 144.77
R2 145.15 145.15 144.70
R1 144.85 144.85 144.62 145.00
PP 144.34 144.34 144.34 144.42
S1 144.04 144.04 144.48 144.19
S2 143.53 143.53 144.40
S3 142.72 143.23 144.33
S4 141.91 142.42 144.10
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
5 144.64 143.15 1.49 1.0% 0.56 0.4% 94% True False 610,671
10 144.64 142.49 2.15 1.5% 0.57 0.4% 96% True False 632,783
20 144.64 142.10 2.54 1.8% 0.56 0.4% 96% True False 665,943
40 144.64 141.52 3.12 2.2% 0.59 0.4% 97% True False 583,504
60 144.64 139.40 5.24 3.6% 0.55 0.4% 98% True False 389,564
80 144.64 136.93 7.71 5.3% 0.48 0.3% 99% True False 292,181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 148.08
2.618 146.76
1.618 145.95
1.000 145.45
0.618 145.14
HIGH 144.64
0.618 144.33
0.500 144.24
0.382 144.14
LOW 143.83
0.618 143.33
1.000 143.02
1.618 142.52
2.618 141.71
4.250 140.39
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 144.45 144.43
PP 144.34 144.30
S1 144.24 144.18

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

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