Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 148.49 148.99 0.50 0.3% 148.31
High 149.18 149.11 -0.07 0.0% 148.71
Low 148.49 148.86 0.37 0.2% 147.95
Close 148.83 148.92 0.09 0.1% 148.37
Range 0.69 0.25 -0.44 -63.8% 0.76
ATR 0.50 0.48 -0.02 -3.1% 0.00
Volume 23,105 21,992 -1,113 -4.8% 42,302
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 149.71 149.57 149.06
R3 149.46 149.32 148.99
R2 149.21 149.21 148.97
R1 149.07 149.07 148.94 149.02
PP 148.96 148.96 148.96 148.94
S1 148.82 148.82 148.90 148.77
S2 148.71 148.71 148.87
S3 148.46 148.57 148.85
S4 148.21 148.32 148.78
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 150.62 150.26 148.79
R3 149.86 149.50 148.58
R2 149.10 149.10 148.51
R1 148.74 148.74 148.44 148.92
PP 148.34 148.34 148.34 148.44
S1 147.98 147.98 148.30 148.16
S2 147.58 147.58 148.23
S3 146.82 147.22 148.16
S4 146.06 146.46 147.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149.18 148.08 1.10 0.7% 0.43 0.3% 76% False False 16,101
10 149.18 147.20 1.98 1.3% 0.49 0.3% 87% False False 11,735
20 149.18 145.82 3.36 2.3% 0.50 0.3% 92% False False 6,655
40 149.18 144.28 4.90 3.3% 0.40 0.3% 95% False False 3,475
60 149.18 142.84 6.34 4.3% 0.33 0.2% 96% False False 2,318
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 0.08
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 150.17
2.618 149.76
1.618 149.51
1.000 149.36
0.618 149.26
HIGH 149.11
0.618 149.01
0.500 148.99
0.382 148.96
LOW 148.86
0.618 148.71
1.000 148.61
1.618 148.46
2.618 148.21
4.250 147.80
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 148.99 148.85
PP 148.96 148.78
S1 148.94 148.71

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

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