Euro Bund Future September 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 143.55 144.21 0.66 0.5% 143.68
High 144.15 144.81 0.66 0.5% 143.80
Low 143.55 144.17 0.62 0.4% 143.20
Close 144.15 144.70 0.55 0.4% 143.70
Range 0.60 0.64 0.04 6.7% 0.60
ATR 0.41 0.43 0.02 4.3% 0.00
Volume 5,684 24,911 19,227 338.3% 2,445
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 146.48 146.23 145.05
R3 145.84 145.59 144.88
R2 145.20 145.20 144.82
R1 144.95 144.95 144.76 145.08
PP 144.56 144.56 144.56 144.62
S1 144.31 144.31 144.64 144.44
S2 143.92 143.92 144.58
S3 143.28 143.67 144.52
S4 142.64 143.03 144.35
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 145.37 145.13 144.03
R3 144.77 144.53 143.87
R2 144.17 144.17 143.81
R1 143.93 143.93 143.76 144.05
PP 143.57 143.57 143.57 143.63
S1 143.33 143.33 143.65 143.45
S2 142.97 142.97 143.59
S3 142.37 142.73 143.54
S4 141.77 142.13 143.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.81 143.27 1.54 1.1% 0.41 0.3% 93% True False 6,663
10 144.81 142.86 1.95 1.3% 0.45 0.3% 94% True False 3,525
20 144.81 142.46 2.35 1.6% 0.39 0.3% 95% True False 1,796
40 144.81 141.01 3.80 2.6% 0.25 0.2% 97% True False 899
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 0.10
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 147.53
2.618 146.49
1.618 145.85
1.000 145.45
0.618 145.21
HIGH 144.81
0.618 144.57
0.500 144.49
0.382 144.41
LOW 144.17
0.618 143.77
1.000 143.53
1.618 143.13
2.618 142.49
4.250 141.45
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 144.63 144.52
PP 144.56 144.34
S1 144.49 144.16

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

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