Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 148.62 148.34 -0.28 -0.2% 149.59
High 148.69 148.45 -0.24 -0.2% 149.60
Low 148.16 148.02 -0.14 -0.1% 148.55
Close 148.40 148.38 -0.02 0.0% 149.17
Range 0.53 0.43 -0.10 -18.9% 1.05
ATR 0.60 0.59 -0.01 -2.0% 0.00
Volume 836,408 890,026 53,618 6.4% 3,523,887
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 149.57 149.41 148.62
R3 149.14 148.98 148.50
R2 148.71 148.71 148.46
R1 148.55 148.55 148.42 148.63
PP 148.28 148.28 148.28 148.33
S1 148.12 148.12 148.34 148.20
S2 147.85 147.85 148.30
S3 147.42 147.69 148.26
S4 146.99 147.26 148.14
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
5 149.55 148.02 1.53 1.0% 0.69 0.5% 24% False True 888,267
10 149.91 148.02 1.89 1.3% 0.62 0.4% 19% False True 636,538
20 149.91 147.20 2.71 1.8% 0.55 0.4% 44% False False 324,137
40 149.91 145.75 4.16 2.8% 0.49 0.3% 63% False False 162,598
60 149.91 143.73 6.18 4.2% 0.40 0.3% 75% False False 108,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.13
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 150.28
2.618 149.58
1.618 149.15
1.000 148.88
0.618 148.72
HIGH 148.45
0.618 148.29
0.500 148.24
0.382 148.18
LOW 148.02
0.618 147.75
1.000 147.59
1.618 147.32
2.618 146.89
4.250 146.19
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 148.33 148.73
PP 148.28 148.61
S1 148.24 148.50

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

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