Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 148.70 149.13 0.43 0.3% 149.59
High 149.33 149.43 0.10 0.1% 149.60
Low 148.65 148.63 -0.02 0.0% 148.55
Close 149.17 149.10 -0.07 0.0% 149.17
Range 0.68 0.80 0.12 17.6% 1.05
ATR 0.56 0.58 0.02 3.1% 0.00
Volume 603,103 958,828 355,725 59.0% 3,523,887
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 151.45 151.08 149.54
R3 150.65 150.28 149.32
R2 149.85 149.85 149.25
R1 149.48 149.48 149.17 149.27
PP 149.05 149.05 149.05 148.95
S1 148.68 148.68 149.03 148.47
S2 148.25 148.25 148.95
S3 147.45 147.88 148.88
S4 146.65 147.08 148.66
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 152.26 151.76 149.75
R3 151.21 150.71 149.46
R2 150.16 150.16 149.36
R1 149.66 149.66 149.27 149.39
PP 149.11 149.11 149.11 148.97
S1 148.61 148.61 149.07 148.34
S2 148.06 148.06 148.98
S3 147.01 147.56 148.88
S4 145.96 146.51 148.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149.60 148.55 1.05 0.7% 0.74 0.5% 52% False False 896,543
10 149.91 148.49 1.42 1.0% 0.62 0.4% 43% False False 468,405
20 149.91 147.20 2.71 1.8% 0.52 0.4% 70% False False 238,144
40 149.91 145.64 4.27 2.9% 0.47 0.3% 81% False False 119,441
60 149.91 143.20 6.71 4.5% 0.38 0.3% 88% False False 79,633
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152.83
2.618 151.52
1.618 150.72
1.000 150.23
0.618 149.92
HIGH 149.43
0.618 149.12
0.500 149.03
0.382 148.94
LOW 148.63
0.618 148.14
1.000 147.83
1.618 147.34
2.618 146.54
4.250 145.23
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 149.08 149.08
PP 149.05 149.07
S1 149.03 149.05

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

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