Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	149.88	149.88	0.00	0.0%	149.22
High	150.16	150.70	0.54	0.4%	150.70
Low	149.79	149.86	0.07	0.0%	149.07
Close	149.92	150.41	0.49	0.3%	150.41
Range	0.37	0.84	0.47	127.0%	1.63
ATR	0.56	0.58	0.02	3.5%	0.00
Volume	719,442	433,686	-285,756	-39.7%	3,038,827

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	152.84	152.47	150.87
R3	152.00	151.63	150.64
R2	151.16	151.16	150.56
R1	150.79	150.79	150.49	150.98
PP	150.32	150.32	150.32	150.42
S1	149.95	149.95	150.33	150.14
S2	149.48	149.48	150.26
S3	148.64	149.11	150.18
S4	147.80	148.27	149.95

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	154.95	154.31	151.31
R3	153.32	152.68	150.86
R2	151.69	151.69	150.71
R1	151.05	151.05	150.56	151.37
PP	150.06	150.06	150.06	150.22
S1	149.42	149.42	150.26	149.74
S2	148.43	148.43	150.11
S3	146.80	147.79	149.96
S4	145.17	146.16	149.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150.70	149.07	1.63	1.1%	0.53	0.4%	82%	True	False	607,765
10	150.70	147.84	2.86	1.9%	0.56	0.4%	90%	True	False	631,746
20	150.70	147.65	3.05	2.0%	0.57	0.4%	90%	True	False	624,402
40	150.70	145.66	5.04	3.4%	0.51	0.3%	94%	True	False	562,316
60	150.70	144.03	6.67	4.4%	0.55	0.4%	96%	True	False	543,026
80	150.70	142.49	8.21	5.5%	0.52	0.3%	96%	True	False	408,456
100	150.70	141.43	9.27	6.2%	0.45	0.3%	97%	True	False	326,766
120	150.70	140.90	9.80	6.5%	0.41	0.3%	97%	True	False	272,306

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	0.08
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	154.27
2.618	152.90
1.618	152.06
1.000	151.54
0.618	151.22
HIGH	150.70
0.618	150.38
0.500	150.28
0.382	150.18
LOW	149.86
0.618	149.34
1.000	149.02
1.618	148.50
2.618	147.66
4.250	146.29

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	150.37	150.24
PP	150.32	150.06
S1	150.28	149.89

Download as Excel Spreadsheet

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

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