Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 146.38 146.27 -0.11 -0.1% 145.66
High 146.38 146.51 0.13 0.1% 146.56
Low 146.04 146.16 0.12 0.1% 145.64
Close 146.11 146.43 0.32 0.2% 146.35
Range 0.34 0.35 0.01 2.9% 0.92
ATR 0.36 0.36 0.00 0.8% 0.00
Volume 628 313 -315 -50.2% 1,381
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 147.42 147.27 146.62
R3 147.07 146.92 146.53
R2 146.72 146.72 146.49
R1 146.57 146.57 146.46 146.65
PP 146.37 146.37 146.37 146.40
S1 146.22 146.22 146.40 146.30
S2 146.02 146.02 146.37
S3 145.67 145.87 146.33
S4 145.32 145.52 146.24
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 148.94 148.57 146.86
R3 148.02 147.65 146.60
R2 147.10 147.10 146.52
R1 146.73 146.73 146.43 146.92
PP 146.18 146.18 146.18 146.28
S1 145.81 145.81 146.27 146.00
S2 145.26 145.26 146.18
S3 144.34 144.89 146.10
S4 143.42 143.97 145.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.56 146.00 0.56 0.4% 0.32 0.2% 77% False False 460
10 146.56 145.58 0.98 0.7% 0.29 0.2% 87% False False 257
20 146.56 144.28 2.28 1.6% 0.27 0.2% 94% False False 142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148.00
2.618 147.43
1.618 147.08
1.000 146.86
0.618 146.73
HIGH 146.51
0.618 146.38
0.500 146.34
0.382 146.29
LOW 146.16
0.618 145.94
1.000 145.81
1.618 145.59
2.618 145.24
4.250 144.67
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 146.40 146.38
PP 146.37 146.33
S1 146.34 146.28

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

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