Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 149.10 149.46 0.36 0.2% 148.31
High 149.55 149.91 0.36 0.2% 148.71
Low 149.05 149.34 0.29 0.2% 147.95
Close 149.39 149.67 0.28 0.2% 148.37
Range 0.50 0.57 0.07 14.0% 0.76
ATR 0.50 0.50 0.01 1.1% 0.00
Volume 34,768 57,028 22,260 64.0% 42,302
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 151.35 151.08 149.98
R3 150.78 150.51 149.83
R2 150.21 150.21 149.77
R1 149.94 149.94 149.72 150.08
PP 149.64 149.64 149.64 149.71
S1 149.37 149.37 149.62 149.51
S2 149.07 149.07 149.57
S3 148.50 148.80 149.51
S4 147.93 148.23 149.36
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
5 149.91 148.23 1.68 1.1% 0.50 0.3% 86% True False 29,380
10 149.91 147.95 1.96 1.3% 0.48 0.3% 88% True False 18,210
20 149.91 145.88 4.03 2.7% 0.49 0.3% 94% True False 11,217
40 149.91 144.87 5.04 3.4% 0.41 0.3% 95% True False 5,766
60 149.91 142.90 7.01 4.7% 0.33 0.2% 97% True False 3,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 152.33
2.618 151.40
1.618 150.83
1.000 150.48
0.618 150.26
HIGH 149.91
0.618 149.69
0.500 149.63
0.382 149.56
LOW 149.34
0.618 148.99
1.000 148.77
1.618 148.42
2.618 147.85
4.250 146.92
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 149.66 149.58
PP 149.64 149.48
S1 149.63 149.39

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

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