Euro Bund Future September 2014

Trading Metrics calculated at close of trading on 04-Sep-2014

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	151.03	150.95	-0.08	-0.1%	150.41
High	151.09	151.49	0.40	0.3%	151.83
Low	150.54	150.49	-0.05	0.0%	150.40
Close	150.84	150.65	-0.19	-0.1%	151.54
Range	0.55	1.00	0.45	81.8%	1.43
ATR	0.56	0.59	0.03	5.6%	0.00
Volume	1,578,682	443,510	-1,135,172	-71.9%	2,924,702

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	153.88	153.26	151.20
R3	152.88	152.26	150.93
R2	151.88	151.88	150.83
R1	151.26	151.26	150.74	151.07
PP	150.88	150.88	150.88	150.78
S1	150.26	150.26	150.56	150.07
S2	149.88	149.88	150.47
S3	148.88	149.26	150.38
S4	147.88	148.26	150.10

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	155.55	154.97	152.33
R3	154.12	153.54	151.93
R2	152.69	152.69	151.80
R1	152.11	152.11	151.67	152.40
PP	151.26	151.26	151.26	151.40
S1	150.68	150.68	151.41	150.97
S2	149.83	149.83	151.28
S3	148.40	149.25	151.15
S4	146.97	147.82	150.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151.83	150.49	1.34	0.9%	0.65	0.4%	12%	False	True	891,198
10	151.83	149.95	1.88	1.2%	0.57	0.4%	37%	False	False	740,282
20	151.83	148.86	2.97	2.0%	0.55	0.4%	60%	False	False	662,221
40	151.83	147.39	4.44	2.9%	0.53	0.4%	73%	False	False	618,867
60	151.83	144.58	7.25	4.8%	0.53	0.4%	84%	False	False	586,497
80	151.83	144.03	7.80	5.2%	0.55	0.4%	85%	False	False	520,344
100	151.83	142.46	9.37	6.2%	0.51	0.3%	87%	False	False	416,386
120	151.83	141.01	10.82	7.2%	0.45	0.3%	89%	False	False	346,988

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	155.74
2.618	154.11
1.618	153.11
1.000	152.49
0.618	152.11
HIGH	151.49
0.618	151.11
0.500	150.99
0.382	150.87
LOW	150.49
0.618	149.87
1.000	149.49
1.618	148.87
2.618	147.87
4.250	146.24

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	150.99	151.01
PP	150.88	150.89
S1	150.76	150.77

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols