Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 148.34 148.36 0.02 0.0% 149.59
High 148.45 148.72 0.27 0.2% 149.60
Low 148.02 148.28 0.26 0.2% 148.55
Close 148.38 148.39 0.01 0.0% 149.17
Range 0.43 0.44 0.01 2.3% 1.05
ATR 0.59 0.58 -0.01 -1.8% 0.00
Volume 890,026 658,335 -231,691 -26.0% 3,523,887
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 149.78 149.53 148.63
R3 149.34 149.09 148.51
R2 148.90 148.90 148.47
R1 148.65 148.65 148.43 148.78
PP 148.46 148.46 148.46 148.53
S1 148.21 148.21 148.35 148.34
S2 148.02 148.02 148.31
S3 147.58 147.77 148.27
S4 147.14 147.33 148.15
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
5 149.43 148.02 1.41 1.0% 0.58 0.4% 26% False False 789,340
10 149.91 148.02 1.89 1.3% 0.61 0.4% 20% False False 698,895
20 149.91 147.94 1.97 1.3% 0.53 0.4% 23% False False 356,954
40 149.91 145.82 4.09 2.8% 0.49 0.3% 63% False False 179,055
60 149.91 143.96 5.95 4.0% 0.41 0.3% 74% False False 119,379
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150.59
2.618 149.87
1.618 149.43
1.000 149.16
0.618 148.99
HIGH 148.72
0.618 148.55
0.500 148.50
0.382 148.45
LOW 148.28
0.618 148.01
1.000 147.84
1.618 147.57
2.618 147.13
4.250 146.41
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 148.50 148.38
PP 148.46 148.38
S1 148.43 148.37

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

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