Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 08-Aug-2014

Day Change Summary
	Previous	Current
	07-Aug-2014	08-Aug-2014	Change	Change %	Previous Week
Open	148.90	149.68	0.78	0.5%	148.40
High	149.49	149.84	0.35	0.2%	149.84
Low	148.86	149.16	0.30	0.2%	147.84
Close	149.24	149.48	0.24	0.2%	149.48
Range	0.63	0.68	0.05	7.9%	2.00
ATR	0.59	0.60	0.01	1.1%	0.00
Volume	813,981	429,655	-384,326	-47.2%	3,278,638

Daily Pivots for day following 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	151.53	151.19	149.85
R3	150.85	150.51	149.67
R2	150.17	150.17	149.60
R1	149.83	149.83	149.54	149.66
PP	149.49	149.49	149.49	149.41
S1	149.15	149.15	149.42	148.98
S2	148.81	148.81	149.36
S3	148.13	148.47	149.29
S4	147.45	147.79	149.11

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	155.05	154.27	150.58
R3	153.05	152.27	150.03
R2	151.05	151.05	149.85
R1	150.27	150.27	149.66	150.66
PP	149.05	149.05	149.05	149.25
S1	148.27	148.27	149.30	148.66
S2	147.05	147.05	149.11
S3	145.05	146.27	148.93
S4	143.05	144.27	148.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149.84	147.84	2.00	1.3%	0.60	0.4%	82%	True	False	655,727
10	149.84	147.65	2.19	1.5%	0.65	0.4%	84%	True	False	677,404
20	149.84	147.43	2.41	1.6%	0.53	0.4%	85%	True	False	602,844
40	149.84	144.91	4.93	3.3%	0.52	0.4%	93%	True	False	550,131
60	149.84	144.03	5.81	3.9%	0.54	0.4%	94%	True	False	493,137
80	149.84	142.46	7.38	4.9%	0.51	0.3%	95%	True	False	370,472
100	149.84	141.01	8.83	5.9%	0.44	0.3%	96%	True	False	296,378

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	0.11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	152.73
2.618	151.62
1.618	150.94
1.000	150.52
0.618	150.26
HIGH	149.84
0.618	149.58
0.500	149.50
0.382	149.42
LOW	149.16
0.618	148.74
1.000	148.48
1.618	148.06
2.618	147.38
4.250	146.27

Fisher Pivots for day following 08-Aug-2014
Pivot	1 day	3 day
R1	149.50	149.33
PP	149.49	149.17
S1	149.49	149.02

Download as Excel Spreadsheet

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

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