Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 145.65 145.66 0.01 0.0% 145.52
High 145.81 145.72 -0.09 -0.1% 145.76
Low 145.51 145.02 -0.49 -0.3% 144.58
Close 145.70 145.05 -0.65 -0.4% 145.45
Range 0.30 0.70 0.40 133.3% 1.18
ATR 0.59 0.60 0.01 1.3% 0.00
Volume 562,486 581,060 18,574 3.3% 2,832,428
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 147.36 146.91 145.44
R3 146.66 146.21 145.24
R2 145.96 145.96 145.18
R1 145.51 145.51 145.11 145.39
PP 145.26 145.26 145.26 145.20
S1 144.81 144.81 144.99 144.69
S2 144.56 144.56 144.92
S3 143.86 144.11 144.86
S4 143.16 143.41 144.67
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% 0.64 0.4% 38% False False 543,350
10 145.99 144.03 1.96 1.4% 0.67 0.5% 52% False False 673,369
20 145.99 144.03 1.96 1.4% 0.60 0.4% 52% False False 454,577
40 145.99 142.48 3.51 2.4% 0.51 0.4% 73% False False 229,134
60 145.99 141.34 4.65 3.2% 0.39 0.3% 80% False False 152,758
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.70
2.618 147.55
1.618 146.85
1.000 146.42
0.618 146.15
HIGH 145.72
0.618 145.45
0.500 145.37
0.382 145.29
LOW 145.02
0.618 144.59
1.000 144.32
1.618 143.89
2.618 143.19
4.250 142.05
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 145.37 145.36
PP 145.26 145.26
S1 145.16 145.15

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

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