Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 144.92 144.72 -0.20 -0.1% 144.83
High 145.01 144.84 -0.17 -0.1% 145.01
Low 144.71 144.62 -0.09 -0.1% 144.29
Close 144.86 144.77 -0.09 -0.1% 144.86
Range 0.30 0.22 -0.08 -26.7% 0.72
ATR 0.55 0.52 -0.02 -4.0% 0.00
Volume 357,470 727,059 369,589 103.4% 2,691,047
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 145.40 145.31 144.89
R3 145.18 145.09 144.83
R2 144.96 144.96 144.81
R1 144.87 144.87 144.79 144.92
PP 144.74 144.74 144.74 144.77
S1 144.65 144.65 144.75 144.70
S2 144.52 144.52 144.73
S3 144.30 144.43 144.71
S4 144.08 144.21 144.65
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 146.88 146.59 145.26
R3 146.16 145.87 145.06
R2 145.44 145.44 144.99
R1 145.15 145.15 144.93 145.30
PP 144.72 144.72 144.72 144.79
S1 144.43 144.43 144.79 144.58
S2 144.00 144.00 144.73
S3 143.28 143.71 144.66
S4 142.56 142.99 144.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.01 144.29 0.72 0.5% 0.42 0.3% 67% False False 591,576
10 145.01 143.80 1.21 0.8% 0.48 0.3% 80% False False 580,212
20 145.01 143.51 1.50 1.0% 0.51 0.4% 84% False False 563,087
40 145.01 142.10 2.91 2.0% 0.55 0.4% 92% False False 636,258
60 145.01 141.20 3.81 2.6% 0.55 0.4% 94% False False 537,552
80 145.01 138.60 6.41 4.4% 0.52 0.4% 96% False False 403,472
100 145.01 136.93 8.08 5.6% 0.46 0.3% 97% False False 322,783
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 145.78
2.618 145.42
1.618 145.20
1.000 145.06
0.618 144.98
HIGH 144.84
0.618 144.76
0.500 144.73
0.382 144.70
LOW 144.62
0.618 144.48
1.000 144.40
1.618 144.26
2.618 144.04
4.250 143.69
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 144.76 144.74
PP 144.74 144.71
S1 144.73 144.68

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

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