Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 144.68 145.28 0.60 0.4% 144.83
High 145.33 145.97 0.64 0.4% 145.01
Low 144.65 145.25 0.60 0.4% 144.29
Close 145.31 145.84 0.53 0.4% 144.86
Range 0.68 0.72 0.04 5.9% 0.72
ATR 0.53 0.55 0.01 2.5% 0.00
Volume 781,335 1,068,814 287,479 36.8% 2,691,047
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 147.85 147.56 146.24
R3 147.13 146.84 146.04
R2 146.41 146.41 145.97
R1 146.12 146.12 145.91 146.27
PP 145.69 145.69 145.69 145.76
S1 145.40 145.40 145.77 145.55
S2 144.97 144.97 145.71
S3 144.25 144.68 145.64
S4 143.53 143.96 145.44
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
5 145.97 144.35 1.62 1.1% 0.51 0.3% 92% True False 679,962
10 145.97 144.00 1.97 1.4% 0.54 0.4% 93% True False 618,606
20 145.97 143.55 2.42 1.7% 0.53 0.4% 95% True False 596,773
40 145.97 142.10 3.87 2.7% 0.54 0.4% 97% True False 634,192
60 145.97 141.47 4.50 3.1% 0.56 0.4% 97% True False 568,311
80 145.97 139.28 6.69 4.6% 0.53 0.4% 98% True False 426,597
100 145.97 136.93 9.04 6.2% 0.48 0.3% 99% True False 341,284
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 0.13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 149.03
2.618 147.85
1.618 147.13
1.000 146.69
0.618 146.41
HIGH 145.97
0.618 145.69
0.500 145.61
0.382 145.53
LOW 145.25
0.618 144.81
1.000 144.53
1.618 144.09
2.618 143.37
4.250 142.19
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 145.76 145.66
PP 145.69 145.48
S1 145.61 145.30

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

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