Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 22-Apr-2014
Day Change Summary
Previous Current
17-Apr-2014 22-Apr-2014 Change Change % Previous Week
Open 144.43 143.84 -0.59 -0.4% 144.28
High 144.48 143.99 -0.49 -0.3% 144.64
Low 143.65 143.62 -0.03 0.0% 143.65
Close 144.09 143.70 -0.39 -0.3% 144.09
Range 0.83 0.37 -0.46 -55.4% 0.99
ATR 0.60 0.59 -0.01 -1.5% 0.00
Volume 392,474 548,903 156,429 39.9% 2,044,647
Daily Pivots for day following 22-Apr-2014
Classic Woodie Camarilla DeMark
R4 144.88 144.66 143.90
R3 144.51 144.29 143.80
R2 144.14 144.14 143.77
R1 143.92 143.92 143.73 143.85
PP 143.77 143.77 143.77 143.73
S1 143.55 143.55 143.67 143.48
S2 143.40 143.40 143.63
S3 143.03 143.18 143.60
S4 142.66 142.81 143.50
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 147.10 146.58 144.63
R3 146.11 145.59 144.36
R2 145.12 145.12 144.27
R1 144.60 144.60 144.18 144.37
PP 144.13 144.13 144.13 144.01
S1 143.61 143.61 144.00 143.38
S2 143.14 143.14 143.91
S3 142.15 142.62 143.82
S4 141.16 141.63 143.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.64 143.62 1.02 0.7% 0.55 0.4% 8% False True 518,710
10 144.64 143.15 1.49 1.0% 0.50 0.4% 37% False False 555,803
20 144.64 142.22 2.42 1.7% 0.54 0.4% 61% False False 611,598
40 144.64 141.62 3.02 2.1% 0.58 0.4% 69% False False 618,485
60 144.64 140.32 4.32 3.0% 0.55 0.4% 78% False False 413,080
80 144.64 136.93 7.71 5.4% 0.49 0.3% 88% False False 309,830
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.56
2.618 144.96
1.618 144.59
1.000 144.36
0.618 144.22
HIGH 143.99
0.618 143.85
0.500 143.81
0.382 143.76
LOW 143.62
0.618 143.39
1.000 143.25
1.618 143.02
2.618 142.65
4.250 142.05
Fisher Pivots for day following 22-Apr-2014
Pivot 1 day 3 day
R1 143.81 144.05
PP 143.77 143.93
S1 143.74 143.82

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

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