Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 145.28 145.78 0.50 0.3% 144.83
High 145.97 146.75 0.78 0.5% 145.01
Low 145.25 145.73 0.48 0.3% 144.29
Close 145.84 146.65 0.81 0.6% 144.86
Range 0.72 1.02 0.30 41.7% 0.72
ATR 0.55 0.58 0.03 6.2% 0.00
Volume 1,068,814 642,976 -425,838 -39.8% 2,691,047
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 149.44 149.06 147.21
R3 148.42 148.04 146.93
R2 147.40 147.40 146.84
R1 147.02 147.02 146.74 147.21
PP 146.38 146.38 146.38 146.47
S1 146.00 146.00 146.56 146.19
S2 145.36 145.36 146.46
S3 144.34 144.98 146.37
S4 143.32 143.96 146.09
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
5 146.75 144.62 2.13 1.5% 0.59 0.4% 95% True False 715,530
10 146.75 144.11 2.64 1.8% 0.57 0.4% 96% True False 609,503
20 146.75 143.55 3.20 2.2% 0.55 0.4% 97% True False 596,318
40 146.75 142.10 4.65 3.2% 0.55 0.4% 98% True False 635,799
60 146.75 141.47 5.28 3.6% 0.57 0.4% 98% True False 578,971
80 146.75 139.40 7.35 5.0% 0.54 0.4% 99% True False 434,634
100 146.75 136.93 9.82 6.7% 0.49 0.3% 99% True False 347,713
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 0.11
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 151.09
2.618 149.42
1.618 148.40
1.000 147.77
0.618 147.38
HIGH 146.75
0.618 146.36
0.500 146.24
0.382 146.12
LOW 145.73
0.618 145.10
1.000 144.71
1.618 144.08
2.618 143.06
4.250 141.40
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 146.51 146.33
PP 146.38 146.02
S1 146.24 145.70

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

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