Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 145.17 145.61 0.44 0.3% 144.99
High 145.69 145.87 0.18 0.1% 145.95
Low 145.17 145.37 0.20 0.1% 144.72
Close 145.65 145.58 -0.07 0.0% 145.65
Range 0.52 0.50 -0.02 -3.8% 1.23
ATR 0.48 0.48 0.00 0.3% 0.00
Volume 400,345 726,633 326,288 81.5% 649,109
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 147.11 146.84 145.86
R3 146.61 146.34 145.72
R2 146.11 146.11 145.67
R1 145.84 145.84 145.63 145.73
PP 145.61 145.61 145.61 145.55
S1 145.34 145.34 145.53 145.23
S2 145.11 145.11 145.49
S3 144.61 144.84 145.44
S4 144.11 144.34 145.31
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 149.13 148.62 146.33
R3 147.90 147.39 145.99
R2 146.67 146.67 145.88
R1 146.16 146.16 145.76 146.42
PP 145.44 145.44 145.44 145.57
S1 144.93 144.93 145.54 145.19
S2 144.21 144.21 145.42
S3 142.98 143.70 145.31
S4 141.75 142.47 144.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.95 144.75 1.20 0.8% 0.55 0.4% 69% False False 274,084
10 145.95 144.54 1.41 1.0% 0.47 0.3% 74% False False 145,084
20 145.95 143.20 2.75 1.9% 0.48 0.3% 87% False False 75,383
40 145.95 141.43 4.52 3.1% 0.37 0.3% 92% False False 37,730
60 145.95 140.90 5.05 3.5% 0.31 0.2% 93% False False 25,154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.00
2.618 147.18
1.618 146.68
1.000 146.37
0.618 146.18
HIGH 145.87
0.618 145.68
0.500 145.62
0.382 145.56
LOW 145.37
0.618 145.06
1.000 144.87
1.618 144.56
2.618 144.06
4.250 143.25
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 145.62 145.57
PP 145.61 145.57
S1 145.59 145.56

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

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