Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 149.59 149.08 -0.51 -0.3% 148.49
High 149.60 149.15 -0.45 -0.3% 149.91
Low 148.92 148.60 -0.32 -0.2% 148.49
Close 149.15 148.91 -0.24 -0.2% 149.62
Range 0.68 0.55 -0.13 -19.1% 1.42
ATR 0.51 0.51 0.00 0.5% 0.00
Volume 770,319 997,495 227,176 29.5% 201,336
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 150.54 150.27 149.21
R3 149.99 149.72 149.06
R2 149.44 149.44 149.01
R1 149.17 149.17 148.96 149.03
PP 148.89 148.89 148.89 148.82
S1 148.62 148.62 148.86 148.48
S2 148.34 148.34 148.81
S3 147.79 148.07 148.76
S4 147.24 147.52 148.61
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
5 149.91 148.60 1.31 0.9% 0.55 0.4% 24% False True 384,810
10 149.91 148.08 1.83 1.2% 0.49 0.3% 45% False False 200,456
20 149.91 146.30 3.61 2.4% 0.50 0.3% 72% False False 102,651
40 149.91 145.46 4.45 3.0% 0.43 0.3% 78% False False 51,571
60 149.91 142.90 7.01 4.7% 0.35 0.2% 86% False False 34,385
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 151.49
2.618 150.59
1.618 150.04
1.000 149.70
0.618 149.49
HIGH 149.15
0.618 148.94
0.500 148.88
0.382 148.81
LOW 148.60
0.618 148.26
1.000 148.05
1.618 147.71
2.618 147.16
4.250 146.26
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 148.90 149.20
PP 148.89 149.10
S1 148.88 149.01

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

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