Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 21-Aug-2014

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	150.07	150.13	0.06	0.0%	149.22
High	150.37	150.40	0.03	0.0%	150.70
Low	149.94	149.95	0.01	0.0%	149.07
Close	150.32	150.21	-0.11	-0.1%	150.41
Range	0.43	0.45	0.02	4.7%	1.63
ATR	0.56	0.56	-0.01	-1.4%	0.00
Volume	591,866	603,991	12,125	2.0%	3,038,827

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	151.54	151.32	150.46
R3	151.09	150.87	150.33
R2	150.64	150.64	150.29
R1	150.42	150.42	150.25	150.53
PP	150.19	150.19	150.19	150.24
S1	149.97	149.97	150.17	150.08
S2	149.74	149.74	150.13
S3	149.29	149.52	150.09
S4	148.84	149.07	149.96

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	149.81	0.89	0.6%	0.52	0.3%	45%	False	False	519,364
10	150.70	149.07	1.63	1.1%	0.51	0.3%	70%	False	False	563,161
20	150.70	147.65	3.05	2.0%	0.57	0.4%	84%	False	False	623,040
40	150.70	145.85	4.85	3.2%	0.51	0.3%	90%	False	False	565,623
60	150.70	144.03	6.67	4.4%	0.54	0.4%	93%	False	False	576,087
80	150.70	142.86	7.84	5.2%	0.53	0.4%	94%	False	False	435,488
100	150.70	141.43	9.27	6.2%	0.46	0.3%	95%	False	False	348,397
120	150.70	140.90	9.80	6.5%	0.42	0.3%	95%	False	False	290,332

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	0.10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	152.31
2.618	151.58
1.618	151.13
1.000	150.85
0.618	150.68
HIGH	150.40
0.618	150.23
0.500	150.18
0.382	150.12
LOW	149.95
0.618	149.67
1.000	149.50
1.618	149.22
2.618	148.77
4.250	148.04

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	150.20	150.18
PP	150.19	150.14
S1	150.18	150.11

Download as Excel Spreadsheet

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

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