Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 144.58 144.88 0.30 0.2% 145.27
High 145.07 145.04 -0.03 0.0% 145.43
Low 144.54 144.82 0.28 0.2% 144.54
Close 144.96 144.93 -0.03 0.0% 144.93
Range 0.53 0.22 -0.31 -58.5% 0.89
ATR 0.47 0.45 -0.02 -3.8% 0.00
Volume 14,006 38,406 24,400 174.2% 79,375
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 145.59 145.48 145.05
R3 145.37 145.26 144.99
R2 145.15 145.15 144.97
R1 145.04 145.04 144.95 145.10
PP 144.93 144.93 144.93 144.96
S1 144.82 144.82 144.91 144.88
S2 144.71 144.71 144.89
S3 144.49 144.60 144.87
S4 144.27 144.38 144.81
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 147.64 147.17 145.42
R3 146.75 146.28 145.17
R2 145.86 145.86 145.09
R1 145.39 145.39 145.01 145.18
PP 144.97 144.97 144.97 144.86
S1 144.50 144.50 144.85 144.29
S2 144.08 144.08 144.77
S3 143.19 143.61 144.69
S4 142.30 142.72 144.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.43 144.54 0.89 0.6% 0.42 0.3% 44% False False 15,875
10 145.63 143.51 2.12 1.5% 0.49 0.3% 67% False False 12,949
20 145.63 142.76 2.87 2.0% 0.45 0.3% 76% False False 6,661
40 145.63 141.43 4.20 2.9% 0.31 0.2% 83% False False 3,336
60 145.63 140.90 4.73 3.3% 0.28 0.2% 85% False False 2,225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 145.98
2.618 145.62
1.618 145.40
1.000 145.26
0.618 145.18
HIGH 145.04
0.618 144.96
0.500 144.93
0.382 144.90
LOW 144.82
0.618 144.68
1.000 144.60
1.618 144.46
2.618 144.24
4.250 143.89
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 144.93 144.91
PP 144.93 144.88
S1 144.93 144.86

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

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