Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 09-Jun-2014

Day Change Summary
	Previous	Current
	06-Jun-2014	09-Jun-2014	Change	Change %	Previous Week
Open	145.25	145.52	0.27	0.2%	145.61
High	145.99	145.76	-0.23	-0.2%	145.99
Low	145.16	145.33	0.17	0.1%	144.03
Close	145.64	145.39	-0.25	-0.2%	145.64
Range	0.83	0.43	-0.40	-48.2%	1.96
ATR	0.58	0.57	-0.01	-1.9%	0.00
Volume	334,515	543,497	208,982	62.5%	4,406,976

Daily Pivots for day following 09-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	146.78	146.52	145.63
R3	146.35	146.09	145.51
R2	145.92	145.92	145.47
R1	145.66	145.66	145.43	145.58
PP	145.49	145.49	145.49	145.45
S1	145.23	145.23	145.35	145.15
S2	145.06	145.06	145.31
S3	144.63	144.80	145.27
S4	144.20	144.37	145.15

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	151.10	150.33	146.72
R3	149.14	148.37	146.18
R2	147.18	147.18	146.00
R1	146.41	146.41	145.82	146.80
PP	145.22	145.22	145.22	145.41
S1	144.45	144.45	145.46	144.84
S2	143.26	143.26	145.28
S3	141.30	142.49	145.10
S4	139.34	140.53	144.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.99	144.03	1.96	1.3%	0.75	0.5%	69%	False	False	844,768
10	145.99	144.03	1.96	1.3%	0.65	0.4%	69%	False	False	559,426
20	145.99	143.55	2.44	1.7%	0.58	0.4%	75%	False	False	286,384
40	145.99	142.46	3.53	2.4%	0.46	0.3%	83%	False	False	143,326
60	145.99	141.01	4.98	3.4%	0.36	0.2%	88%	False	False	95,551

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	147.59
2.618	146.89
1.618	146.46
1.000	146.19
0.618	146.03
HIGH	145.76
0.618	145.60
0.500	145.55
0.382	145.49
LOW	145.33
0.618	145.06
1.000	144.90
1.618	144.63
2.618	144.20
4.250	143.50

Fisher Pivots for day following 09-Jun-2014
Pivot	1 day	3 day
R1	145.55	145.26
PP	145.49	145.14
S1	145.44	145.01

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols