Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 144.38 144.43 0.05 0.0% 143.67
High 144.48 144.48 0.00 0.0% 144.32
Low 144.22 143.65 -0.57 -0.4% 143.15
Close 144.36 144.09 -0.27 -0.2% 144.08
Range 0.26 0.83 0.57 219.2% 1.17
ATR 0.58 0.60 0.02 3.0% 0.00
Volume 470,592 392,474 -78,118 -16.6% 2,964,488
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 146.56 146.16 144.55
R3 145.73 145.33 144.32
R2 144.90 144.90 144.24
R1 144.50 144.50 144.17 144.29
PP 144.07 144.07 144.07 143.97
S1 143.67 143.67 144.01 143.46
S2 143.24 143.24 143.94
S3 142.41 142.84 143.86
S4 141.58 142.01 143.63
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
5 144.64 143.65 0.99 0.7% 0.59 0.4% 44% False True 501,055
10 144.64 142.64 2.00 1.4% 0.57 0.4% 73% False False 556,513
20 144.64 142.10 2.54 1.8% 0.55 0.4% 78% False False 628,803
40 144.64 141.52 3.12 2.2% 0.59 0.4% 82% False False 604,855
60 144.64 139.63 5.01 3.5% 0.56 0.4% 89% False False 403,947
80 144.64 136.93 7.71 5.4% 0.49 0.3% 93% False False 302,969
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 9 trading days
Fibonacci Retracements and Extensions
4.250 148.01
2.618 146.65
1.618 145.82
1.000 145.31
0.618 144.99
HIGH 144.48
0.618 144.16
0.500 144.07
0.382 143.97
LOW 143.65
0.618 143.14
1.000 142.82
1.618 142.31
2.618 141.48
4.250 140.12
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 144.08 144.15
PP 144.07 144.13
S1 144.07 144.11

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

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