Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 144.84 144.82 -0.02 0.0% 144.99
High 145.05 145.22 0.17 0.1% 145.95
Low 144.59 144.03 -0.56 -0.4% 144.72
Close 144.71 145.01 0.30 0.2% 145.65
Range 0.46 1.19 0.73 158.7% 1.23
ATR 0.51 0.55 0.05 9.7% 0.00
Volume 1,211,601 1,211,601 0 0.0% 649,109
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 148.32 147.86 145.66
R3 147.13 146.67 145.34
R2 145.94 145.94 145.23
R1 145.48 145.48 145.12 145.71
PP 144.75 144.75 144.75 144.87
S1 144.29 144.29 144.90 144.52
S2 143.56 143.56 144.79
S3 142.37 143.10 144.68
S4 141.18 141.91 144.36
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
5 145.87 144.03 1.84 1.3% 0.70 0.5% 53% False True 894,561
10 145.95 144.03 1.92 1.3% 0.58 0.4% 51% False True 475,997
20 145.95 143.51 2.44 1.7% 0.54 0.4% 61% False False 242,554
40 145.95 141.99 3.96 2.7% 0.43 0.3% 76% False False 121,375
60 145.95 141.01 4.94 3.4% 0.34 0.2% 81% False False 80,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 150.28
2.618 148.34
1.618 147.15
1.000 146.41
0.618 145.96
HIGH 145.22
0.618 144.77
0.500 144.63
0.382 144.48
LOW 144.03
0.618 143.29
1.000 142.84
1.618 142.10
2.618 140.91
4.250 138.97
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 144.88 144.95
PP 144.75 144.88
S1 144.63 144.82

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

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