Euro Bund Future December 2014

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

Day Change Summary
	Previous	Current
	01-Aug-2014	04-Aug-2014	Change	Change %	Previous Week
Open	146.12	146.53	0.41	0.3%	146.35
High	146.63	146.62	-0.01	0.0%	146.84
Low	145.88	146.47	0.59	0.4%	145.82
Close	146.53	146.58	0.05	0.0%	146.53
Range	0.75	0.15	-0.60	-80.0%	1.02
ATR	0.44	0.42	-0.02	-4.7%	0.00
Volume	1,512	236	-1,276	-84.4%	3,275

Daily Pivots for day following 04-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	147.01	146.94	146.66
R3	146.86	146.79	146.62
R2	146.71	146.71	146.61
R1	146.64	146.64	146.59	146.68
PP	146.56	146.56	146.56	146.57
S1	146.49	146.49	146.57	146.53
S2	146.41	146.41	146.55
S3	146.26	146.34	146.54
S4	146.11	146.19	146.50

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	149.46	149.01	147.09
R3	148.44	147.99	146.81
R2	147.42	147.42	146.72
R1	146.97	146.97	146.62	147.20
PP	146.40	146.40	146.40	146.51
S1	145.95	145.95	146.44	146.18
S2	145.38	145.38	146.34
S3	144.36	144.93	146.25
S4	143.34	143.91	145.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146.84	145.82	1.02	0.7%	0.52	0.4%	75%	False	False	613
10	146.84	145.82	1.02	0.7%	0.44	0.3%	75%	False	False	632
20	146.84	145.13	1.71	1.2%	0.36	0.2%	85%	False	False	403
40	146.84	142.90	3.94	2.7%	0.26	0.2%	93%	False	False	206

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	147.26
2.618	147.01
1.618	146.86
1.000	146.77
0.618	146.71
HIGH	146.62
0.618	146.56
0.500	146.55
0.382	146.53
LOW	146.47
0.618	146.38
1.000	146.32
1.618	146.23
2.618	146.08
4.250	145.83

Fisher Pivots for day following 04-Aug-2014
Pivot	1 day	3 day
R1	146.57	146.46
PP	146.56	146.34
S1	146.55	146.23

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