Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 145.35 145.65 0.30 0.2% 145.52
High 145.65 145.81 0.16 0.1% 145.76
Low 144.91 145.51 0.60 0.4% 144.58
Close 145.45 145.70 0.25 0.2% 145.45
Range 0.74 0.30 -0.44 -59.5% 1.18
ATR 0.61 0.59 -0.02 -2.9% 0.00
Volume 389,393 562,486 173,093 44.5% 2,832,428
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 146.57 146.44 145.87
R3 146.27 146.14 145.78
R2 145.97 145.97 145.76
R1 145.84 145.84 145.73 145.91
PP 145.67 145.67 145.67 145.71
S1 145.54 145.54 145.67 145.61
S2 145.37 145.37 145.65
S3 145.07 145.24 145.62
S4 144.77 144.94 145.54
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 148.80 148.31 146.10
R3 147.62 147.13 145.77
R2 146.44 146.44 145.67
R1 145.95 145.95 145.56 145.61
PP 145.26 145.26 145.26 145.09
S1 144.77 144.77 145.34 144.43
S2 144.08 144.08 145.23
S3 142.90 143.59 145.13
S4 141.72 142.41 144.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.81 144.58 1.23 0.8% 0.62 0.4% 91% True False 570,283
10 145.99 144.03 1.96 1.3% 0.69 0.5% 85% False False 707,525
20 145.99 144.03 1.96 1.3% 0.58 0.4% 85% False False 426,305
40 145.99 142.46 3.53 2.4% 0.51 0.4% 92% False False 214,608
60 145.99 141.01 4.98 3.4% 0.38 0.3% 94% False False 143,074
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.17
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 147.09
2.618 146.60
1.618 146.30
1.000 146.11
0.618 146.00
HIGH 145.81
0.618 145.70
0.500 145.66
0.382 145.62
LOW 145.51
0.618 145.32
1.000 145.21
1.618 145.02
2.618 144.72
4.250 144.24
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 145.69 145.59
PP 145.67 145.47
S1 145.66 145.36

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

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