Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 143.85 143.84 -0.01 0.0% 144.28
High 144.08 144.17 0.09 0.1% 144.64
Low 143.65 143.55 -0.10 -0.1% 143.65
Close 144.00 143.92 -0.08 -0.1% 144.09
Range 0.43 0.62 0.19 44.2% 0.99
ATR 0.58 0.58 0.00 0.5% 0.00
Volume 710,710 542,631 -168,079 -23.6% 2,044,647
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 145.74 145.45 144.26
R3 145.12 144.83 144.09
R2 144.50 144.50 144.03
R1 144.21 144.21 143.98 144.36
PP 143.88 143.88 143.88 143.95
S1 143.59 143.59 143.86 143.74
S2 143.26 143.26 143.81
S3 142.64 142.97 143.75
S4 142.02 142.35 143.58
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
5 144.48 143.55 0.93 0.6% 0.50 0.3% 40% False True 533,062
10 144.64 143.15 1.49 1.0% 0.53 0.4% 52% False False 571,866
20 144.64 142.49 2.15 1.5% 0.53 0.4% 67% False False 610,794
40 144.64 141.62 3.02 2.1% 0.58 0.4% 76% False False 649,530
60 144.64 140.35 4.29 3.0% 0.55 0.4% 83% False False 433,879
80 144.64 136.93 7.71 5.4% 0.49 0.3% 91% False False 325,497
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146.81
2.618 145.79
1.618 145.17
1.000 144.79
0.618 144.55
HIGH 144.17
0.618 143.93
0.500 143.86
0.382 143.79
LOW 143.55
0.618 143.17
1.000 142.93
1.618 142.55
2.618 141.93
4.250 140.92
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 143.90 143.90
PP 143.88 143.88
S1 143.86 143.86

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

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