Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 149.72 150.33 0.61 0.4% 148.77
High 150.42 150.35 -0.07 0.0% 149.72
Low 149.65 149.85 0.20 0.1% 148.57
Close 150.21 150.12 -0.09 -0.1% 149.44
Range 0.77 0.50 -0.27 -35.1% 1.15
ATR 0.58 0.57 -0.01 -1.0% 0.00
Volume 895,834 629,706 -266,128 -29.7% 3,101,976
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 151.61 151.36 150.40
R3 151.11 150.86 150.26
R2 150.61 150.61 150.21
R1 150.36 150.36 150.17 150.24
PP 150.11 150.11 150.11 150.04
S1 149.86 149.86 150.07 149.74
S2 149.61 149.61 150.03
S3 149.11 149.36 149.98
S4 148.61 148.86 149.85
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 152.69 152.22 150.07
R3 151.54 151.07 149.76
R2 150.39 150.39 149.65
R1 149.92 149.92 149.55 150.16
PP 149.24 149.24 149.24 149.36
S1 148.77 148.77 149.33 149.01
S2 148.09 148.09 149.23
S3 146.94 147.62 149.12
S4 145.79 146.47 148.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150.42 149.21 1.21 0.8% 0.54 0.4% 75% False False 775,797
10 150.42 147.63 2.79 1.9% 0.56 0.4% 89% False False 693,568
20 150.42 147.63 2.79 1.9% 0.57 0.4% 89% False False 719,939
40 150.42 146.98 3.44 2.3% 0.54 0.4% 91% False False 440,099
60 150.42 145.58 4.84 3.2% 0.49 0.3% 94% False False 293,576
80 150.42 143.20 7.22 4.8% 0.41 0.3% 96% False False 220,185
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152.48
2.618 151.66
1.618 151.16
1.000 150.85
0.618 150.66
HIGH 150.35
0.618 150.16
0.500 150.10
0.382 150.04
LOW 149.85
0.618 149.54
1.000 149.35
1.618 149.04
2.618 148.54
4.250 147.73
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 150.11 150.03
PP 150.11 149.95
S1 150.10 149.86

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

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