Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
26-May-2014 27-May-2014 Change Change % Previous Week
Open 144.99 144.80 -0.19 -0.1% 145.27
High 145.05 145.36 0.31 0.2% 145.43
Low 144.72 144.75 0.03 0.0% 144.54
Close 144.93 145.23 0.30 0.2% 144.93
Range 0.33 0.61 0.28 84.8% 0.89
ATR 0.45 0.46 0.01 2.6% 0.00
Volume 5,321 73,488 68,167 1,281.1% 79,375
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 146.94 146.70 145.57
R3 146.33 146.09 145.40
R2 145.72 145.72 145.34
R1 145.48 145.48 145.29 145.60
PP 145.11 145.11 145.11 145.18
S1 144.87 144.87 145.17 144.99
S2 144.50 144.50 145.12
S3 143.89 144.26 145.06
S4 143.28 143.65 144.89
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
5 145.36 144.54 0.82 0.6% 0.44 0.3% 84% True False 27,661
10 145.63 144.17 1.46 1.0% 0.52 0.4% 73% False False 20,123
20 145.63 142.76 2.87 2.0% 0.47 0.3% 86% False False 10,580
40 145.63 141.43 4.20 2.9% 0.33 0.2% 90% False False 5,306
60 145.63 140.90 4.73 3.3% 0.30 0.2% 92% False False 3,538
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 0.07
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 147.95
2.618 146.96
1.618 146.35
1.000 145.97
0.618 145.74
HIGH 145.36
0.618 145.13
0.500 145.06
0.382 144.98
LOW 144.75
0.618 144.37
1.000 144.14
1.618 143.76
2.618 143.15
4.250 142.16
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 145.17 145.17
PP 145.11 145.10
S1 145.06 145.04

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

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