Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 148.20 148.23 0.03 0.0% 147.37
High 148.47 148.49 0.02 0.0% 148.78
Low 148.13 148.08 -0.05 0.0% 147.20
Close 148.44 148.31 -0.13 -0.1% 148.53
Range 0.34 0.41 0.07 20.6% 1.58
ATR 0.48 0.48 -0.01 -1.1% 0.00
Volume 7,450 17,949 10,499 140.9% 36,540
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 149.52 149.33 148.54
R3 149.11 148.92 148.42
R2 148.70 148.70 148.39
R1 148.51 148.51 148.35 148.61
PP 148.29 148.29 148.29 148.34
S1 148.10 148.10 148.27 148.20
S2 147.88 147.88 148.23
S3 147.47 147.69 148.20
S4 147.06 147.28 148.08
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 152.91 152.30 149.40
R3 151.33 150.72 148.96
R2 149.75 149.75 148.82
R1 149.14 149.14 148.67 149.45
PP 148.17 148.17 148.17 148.32
S1 147.56 147.56 148.39 147.87
S2 146.59 146.59 148.24
S3 145.01 145.98 148.10
S4 143.43 144.40 147.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.78 147.95 0.83 0.6% 0.46 0.3% 43% False False 7,040
10 148.78 147.20 1.58 1.1% 0.45 0.3% 70% False False 7,223
20 148.78 145.82 2.96 2.0% 0.49 0.3% 84% False False 3,997
40 148.78 144.28 4.50 3.0% 0.38 0.3% 90% False False 2,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 150.23
2.618 149.56
1.618 149.15
1.000 148.90
0.618 148.74
HIGH 148.49
0.618 148.33
0.500 148.29
0.382 148.24
LOW 148.08
0.618 147.83
1.000 147.67
1.618 147.42
2.618 147.01
4.250 146.34
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 148.30 148.28
PP 148.29 148.26
S1 148.29 148.23

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

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