Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 145.60 144.84 -0.76 -0.5% 144.99
High 145.60 145.05 -0.55 -0.4% 145.95
Low 144.75 144.59 -0.16 -0.1% 144.72
Close 144.92 144.71 -0.21 -0.1% 145.65
Range 0.85 0.46 -0.39 -45.9% 1.23
ATR 0.51 0.51 0.00 -0.7% 0.00
Volume 922,626 1,211,601 288,975 31.3% 649,109
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 146.16 145.90 144.96
R3 145.70 145.44 144.84
R2 145.24 145.24 144.79
R1 144.98 144.98 144.75 144.88
PP 144.78 144.78 144.78 144.74
S1 144.52 144.52 144.67 144.42
S2 144.32 144.32 144.63
S3 143.86 144.06 144.58
S4 143.40 143.60 144.46
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
5 145.95 144.59 1.36 0.9% 0.56 0.4% 9% False True 673,780
10 145.95 144.54 1.41 1.0% 0.52 0.4% 12% False False 356,238
20 145.95 143.27 2.68 1.9% 0.50 0.3% 54% False False 182,039
40 145.95 141.99 3.96 2.7% 0.40 0.3% 69% False False 91,085
60 145.95 141.01 4.94 3.4% 0.32 0.2% 75% False False 60,724
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 147.01
2.618 146.25
1.618 145.79
1.000 145.51
0.618 145.33
HIGH 145.05
0.618 144.87
0.500 144.82
0.382 144.77
LOW 144.59
0.618 144.31
1.000 144.13
1.618 143.85
2.618 143.39
4.250 142.64
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 144.82 145.23
PP 144.78 145.06
S1 144.75 144.88

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

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