Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 147.19 146.90 -0.29 -0.2% 145.81
High 147.19 147.13 -0.06 0.0% 147.19
Low 146.81 146.77 -0.04 0.0% 145.72
Close 146.92 147.01 0.09 0.1% 146.92
Range 0.38 0.36 -0.02 -5.3% 1.47
ATR 0.58 0.56 -0.02 -2.7% 0.00
Volume 484,605 424,746 -59,859 -12.4% 2,579,968
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 148.05 147.89 147.21
R3 147.69 147.53 147.11
R2 147.33 147.33 147.08
R1 147.17 147.17 147.04 147.25
PP 146.97 146.97 146.97 147.01
S1 146.81 146.81 146.98 146.89
S2 146.61 146.61 146.94
S3 146.25 146.45 146.91
S4 145.89 146.09 146.81
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 151.02 150.44 147.73
R3 149.55 148.97 147.32
R2 148.08 148.08 147.19
R1 147.50 147.50 147.05 147.79
PP 146.61 146.61 146.61 146.76
S1 146.03 146.03 146.79 146.32
S2 145.14 145.14 146.65
S3 143.67 144.56 146.52
S4 142.20 143.09 146.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.19 145.99 1.20 0.8% 0.44 0.3% 85% False False 504,635
10 147.19 144.91 2.28 1.6% 0.53 0.4% 92% False False 499,665
20 147.19 144.03 3.16 2.1% 0.61 0.4% 94% False False 603,595
40 147.19 143.20 3.99 2.7% 0.54 0.4% 95% False False 339,489
60 147.19 141.43 5.76 3.9% 0.45 0.3% 97% False False 226,352
80 147.19 140.90 6.29 4.3% 0.38 0.3% 97% False False 169,764
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148.66
2.618 148.07
1.618 147.71
1.000 147.49
0.618 147.35
HIGH 147.13
0.618 146.99
0.500 146.95
0.382 146.91
LOW 146.77
0.618 146.55
1.000 146.41
1.618 146.19
2.618 145.83
4.250 145.24
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 146.99 146.99
PP 146.97 146.98
S1 146.95 146.96

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

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