Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 26-May-2014
Day Change Summary
Previous Current
23-May-2014 26-May-2014 Change Change % Previous Week
Open 144.88 144.99 0.11 0.1% 145.27
High 145.04 145.05 0.01 0.0% 145.43
Low 144.82 144.72 -0.10 -0.1% 144.54
Close 144.93 144.93 0.00 0.0% 144.93
Range 0.22 0.33 0.11 50.0% 0.89
ATR 0.45 0.45 -0.01 -2.0% 0.00
Volume 38,406 5,321 -33,085 -86.1% 79,375
Daily Pivots for day following 26-May-2014
Classic Woodie Camarilla DeMark
R4 145.89 145.74 145.11
R3 145.56 145.41 145.02
R2 145.23 145.23 144.99
R1 145.08 145.08 144.96 144.99
PP 144.90 144.90 144.90 144.86
S1 144.75 144.75 144.90 144.66
S2 144.57 144.57 144.87
S3 144.24 144.42 144.84
S4 143.91 144.09 144.75
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
5 145.20 144.54 0.66 0.5% 0.39 0.3% 59% False False 16,085
10 145.63 143.55 2.08 1.4% 0.52 0.4% 66% False False 13,343
20 145.63 142.76 2.87 2.0% 0.45 0.3% 76% False False 6,926
40 145.63 141.43 4.20 2.9% 0.32 0.2% 83% False False 3,469
60 145.63 140.90 4.73 3.3% 0.29 0.2% 85% False False 2,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.45
2.618 145.91
1.618 145.58
1.000 145.38
0.618 145.25
HIGH 145.05
0.618 144.92
0.500 144.89
0.382 144.85
LOW 144.72
0.618 144.52
1.000 144.39
1.618 144.19
2.618 143.86
4.250 143.32
Fisher Pivots for day following 26-May-2014
Pivot 1 day 3 day
R1 144.92 144.89
PP 144.90 144.85
S1 144.89 144.81

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

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