Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 149.77 149.59 -0.18 -0.1% 148.49
High 149.79 149.60 -0.19 -0.1% 149.91
Low 149.35 148.92 -0.43 -0.3% 148.49
Close 149.62 149.15 -0.47 -0.3% 149.62
Range 0.44 0.68 0.24 54.5% 1.42
ATR 0.50 0.51 0.01 2.9% 0.00
Volume 64,443 770,319 705,876 1,095.3% 201,336
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 151.26 150.89 149.52
R3 150.58 150.21 149.34
R2 149.90 149.90 149.27
R1 149.53 149.53 149.21 149.38
PP 149.22 149.22 149.22 149.15
S1 148.85 148.85 149.09 148.70
S2 148.54 148.54 149.03
S3 147.86 148.17 148.96
S4 147.18 147.49 148.78
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 153.60 153.03 150.40
R3 152.18 151.61 150.01
R2 150.76 150.76 149.88
R1 150.19 150.19 149.75 150.48
PP 149.34 149.34 149.34 149.48
S1 148.77 148.77 149.49 149.06
S2 147.92 147.92 149.36
S3 146.50 147.35 149.23
S4 145.08 145.93 148.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149.91 148.86 1.05 0.7% 0.49 0.3% 28% False False 189,710
10 149.91 147.97 1.94 1.3% 0.47 0.3% 61% False False 101,232
20 149.91 146.00 3.91 2.6% 0.50 0.3% 81% False False 52,867
40 149.91 145.13 4.78 3.2% 0.43 0.3% 84% False False 26,635
60 149.91 142.90 7.01 4.7% 0.34 0.2% 89% False False 17,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 152.49
2.618 151.38
1.618 150.70
1.000 150.28
0.618 150.02
HIGH 149.60
0.618 149.34
0.500 149.26
0.382 149.18
LOW 148.92
0.618 148.50
1.000 148.24
1.618 147.82
2.618 147.14
4.250 146.03
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 149.26 149.42
PP 149.22 149.33
S1 149.19 149.24

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

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