Euro Bund Future December 2014

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	146.30	146.98	0.68	0.5%	146.35
High	147.06	147.56	0.50	0.3%	146.84
Low	146.30	146.98	0.68	0.5%	145.82
Close	146.93	147.34	0.41	0.3%	146.53
Range	0.76	0.58	-0.18	-23.7%	1.02
ATR	0.47	0.48	0.01	2.4%	0.00
Volume	808	837	29	3.6%	3,275

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	149.03	148.77	147.66
R3	148.45	148.19	147.50
R2	147.87	147.87	147.45
R1	147.61	147.61	147.39	147.74
PP	147.29	147.29	147.29	147.36
S1	147.03	147.03	147.29	147.16
S2	146.71	146.71	147.23
S3	146.13	146.45	147.18
S4	145.55	145.87	147.02

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	147.56	145.88	1.68	1.1%	0.55	0.4%	87%	True	False	1,041
10	147.56	145.82	1.74	1.2%	0.53	0.4%	87%	True	False	771
20	147.56	145.58	1.98	1.3%	0.40	0.3%	89%	True	False	570
40	147.56	143.20	4.36	3.0%	0.30	0.2%	95%	True	False	293

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	150.03
2.618	149.08
1.618	148.50
1.000	148.14
0.618	147.92
HIGH	147.56
0.618	147.34
0.500	147.27
0.382	147.20
LOW	146.98
0.618	146.62
1.000	146.40
1.618	146.04
2.618	145.46
4.250	144.52

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	147.32	147.15
PP	147.29	146.97
S1	147.27	146.78

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