Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 148.31 147.92 -0.39 -0.3% 149.13
High 148.33 148.38 0.05 0.0% 149.43
Low 147.77 147.81 0.04 0.0% 147.77
Close 147.90 148.17 0.27 0.2% 147.90
Range 0.56 0.57 0.01 1.8% 1.66
ATR 0.58 0.58 0.00 -0.1% 0.00
Volume 565,029 680,050 115,021 20.4% 3,908,626
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 149.83 149.57 148.48
R3 149.26 149.00 148.33
R2 148.69 148.69 148.27
R1 148.43 148.43 148.22 148.56
PP 148.12 148.12 148.12 148.19
S1 147.86 147.86 148.12 147.99
S2 147.55 147.55 148.07
S3 146.98 147.29 148.01
S4 146.41 146.72 147.86
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 153.35 152.28 148.81
R3 151.69 150.62 148.36
R2 150.03 150.03 148.20
R1 148.96 148.96 148.05 148.67
PP 148.37 148.37 148.37 148.22
S1 147.30 147.30 147.75 147.01
S2 146.71 146.71 147.60
S3 145.05 145.64 147.44
S4 143.39 143.98 146.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.72 147.77 0.95 0.6% 0.51 0.3% 42% False False 725,969
10 149.60 147.77 1.83 1.2% 0.62 0.4% 22% False False 811,256
20 149.91 147.77 2.14 1.4% 0.54 0.4% 19% False False 417,810
40 149.91 145.82 4.09 2.8% 0.50 0.3% 57% False False 210,153
60 149.91 144.13 5.78 3.9% 0.42 0.3% 70% False False 140,130
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 0.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 150.80
2.618 149.87
1.618 149.30
1.000 148.95
0.618 148.73
HIGH 148.38
0.618 148.16
0.500 148.10
0.382 148.03
LOW 147.81
0.618 147.46
1.000 147.24
1.618 146.89
2.618 146.32
4.250 145.39
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 148.15 148.25
PP 148.12 148.22
S1 148.10 148.20

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

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