Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	150.13	150.28	0.15	0.1%	150.20
High	150.40	150.62	0.22	0.1%	150.62
Low	149.95	150.10	0.15	0.1%	149.81
Close	150.21	150.27	0.06	0.0%	150.27
Range	0.45	0.52	0.07	15.6%	0.81
ATR	0.56	0.55	0.00	-0.5%	0.00
Volume	603,991	381,717	-222,274	-36.8%	2,544,851

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	151.89	151.60	150.56
R3	151.37	151.08	150.41
R2	150.85	150.85	150.37
R1	150.56	150.56	150.32	150.45
PP	150.33	150.33	150.33	150.27
S1	150.04	150.04	150.22	149.93
S2	149.81	149.81	150.17
S3	149.29	149.52	150.13
S4	148.77	149.00	149.98

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	152.66	152.28	150.72
R3	151.85	151.47	150.49
R2	151.04	151.04	150.42
R1	150.66	150.66	150.34	150.85
PP	150.23	150.23	150.23	150.33
S1	149.85	149.85	150.20	150.04
S2	149.42	149.42	150.12
S3	148.61	149.04	150.05
S4	147.80	148.23	149.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150.62	149.81	0.81	0.5%	0.46	0.3%	57%	True	False	508,970
10	150.70	149.07	1.63	1.1%	0.49	0.3%	74%	False	False	558,367
20	150.70	147.65	3.05	2.0%	0.57	0.4%	86%	False	False	617,886
40	150.70	145.85	4.85	3.2%	0.51	0.3%	91%	False	False	563,743
60	150.70	144.03	6.67	4.4%	0.55	0.4%	94%	False	False	580,654
80	150.70	142.99	7.71	5.1%	0.53	0.4%	94%	False	False	440,253
100	150.70	141.43	9.27	6.2%	0.47	0.3%	95%	False	False	352,215
120	150.70	140.90	9.80	6.5%	0.42	0.3%	96%	False	False	293,513

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	152.83
2.618	151.98
1.618	151.46
1.000	151.14
0.618	150.94
HIGH	150.62
0.618	150.42
0.500	150.36
0.382	150.30
LOW	150.10
0.618	149.78
1.000	149.58
1.618	149.26
2.618	148.74
4.250	147.89

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	150.36	150.28
PP	150.33	150.28
S1	150.30	150.27

Download as Excel Spreadsheet

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

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