Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 144.21 144.62 0.41 0.3% 143.68
High 144.81 145.63 0.82 0.6% 143.80
Low 144.17 144.62 0.45 0.3% 143.20
Close 144.70 145.54 0.84 0.6% 143.70
Range 0.64 1.01 0.37 57.8% 0.60
ATR 0.43 0.47 0.04 9.6% 0.00
Volume 24,911 13,639 -11,272 -45.2% 2,445
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 148.29 147.93 146.10
R3 147.28 146.92 145.82
R2 146.27 146.27 145.73
R1 145.91 145.91 145.63 146.09
PP 145.26 145.26 145.26 145.36
S1 144.90 144.90 145.45 145.08
S2 144.25 144.25 145.35
S3 143.24 143.89 145.26
S4 142.23 142.88 144.98
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 145.37 145.13 144.03
R3 144.77 144.53 143.87
R2 144.17 144.17 143.81
R1 143.93 143.93 143.76 144.05
PP 143.57 143.57 143.57 143.63
S1 143.33 143.33 143.65 143.45
S2 142.97 142.97 143.59
S3 142.37 142.73 143.54
S4 141.77 142.13 143.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.63 143.51 2.12 1.5% 0.51 0.4% 96% True False 9,127
10 145.63 142.99 2.64 1.8% 0.49 0.3% 97% True False 4,834
20 145.63 142.46 3.17 2.2% 0.44 0.3% 97% True False 2,476
40 145.63 141.01 4.62 3.2% 0.28 0.2% 98% True False 1,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 149.92
2.618 148.27
1.618 147.26
1.000 146.64
0.618 146.25
HIGH 145.63
0.618 145.24
0.500 145.13
0.382 145.01
LOW 144.62
0.618 144.00
1.000 143.61
1.618 142.99
2.618 141.98
4.250 140.33
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 145.40 145.22
PP 145.26 144.91
S1 145.13 144.59

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

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