Euro Bund Future December 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	145.19	145.05	-0.14	-0.1%	144.26
High	145.19	145.22	0.03	0.0%	145.24
Low	145.04	145.05	0.01	0.0%	144.13
Close	145.12	145.22	0.10	0.1%	145.03
Range	0.15	0.17	0.02	13.3%	1.11
ATR	0.40	0.38	-0.02	-4.1%	0.00
Volume	12	2	-10	-83.3%	18

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	145.67	145.62	145.31
R3	145.50	145.45	145.27
R2	145.33	145.33	145.25
R1	145.28	145.28	145.24	145.31
PP	145.16	145.16	145.16	145.18
S1	145.11	145.11	145.20	145.14
S2	144.99	144.99	145.19
S3	144.82	144.94	145.17
S4	144.65	144.77	145.13

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	148.13	147.69	145.64
R3	147.02	146.58	145.34
R2	145.91	145.91	145.23
R1	145.47	145.47	145.13	145.69
PP	144.80	144.80	144.80	144.91
S1	144.36	144.36	144.93	144.58
S2	143.69	143.69	144.83
S3	142.58	143.25	144.72
S4	141.47	142.14	144.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.24	144.44	0.80	0.6%	0.25	0.2%	98%	False	False	5
10	145.24	143.73	1.51	1.0%	0.16	0.1%	99%	False	False	3
20	145.24	142.84	2.40	1.7%	0.17	0.1%	99%	False	False	4

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145.94
2.618	145.67
1.618	145.50
1.000	145.39
0.618	145.33
HIGH	145.22
0.618	145.16
0.500	145.14
0.382	145.11
LOW	145.05
0.618	144.94
1.000	144.88
1.618	144.77
2.618	144.60
4.250	144.33

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	145.19	145.19
PP	145.16	145.16
S1	145.14	145.13

Download as Excel Spreadsheet

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

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