Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 147.92 148.32 0.40 0.3% 149.13
High 148.38 148.62 0.24 0.2% 149.43
Low 147.81 148.10 0.29 0.2% 147.77
Close 148.17 148.20 0.03 0.0% 147.90
Range 0.57 0.52 -0.05 -8.8% 1.66
ATR 0.58 0.58 0.00 -0.7% 0.00
Volume 680,050 657,340 -22,710 -3.3% 3,908,626
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 149.87 149.55 148.49
R3 149.35 149.03 148.34
R2 148.83 148.83 148.30
R1 148.51 148.51 148.25 148.41
PP 148.31 148.31 148.31 148.26
S1 147.99 147.99 148.15 147.89
S2 147.79 147.79 148.10
S3 147.27 147.47 148.06
S4 146.75 146.95 147.91
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% 0.50 0.3% 45% False False 690,156
10 149.55 147.77 1.78 1.2% 0.61 0.4% 24% False False 799,958
20 149.91 147.77 2.14 1.4% 0.54 0.4% 20% False False 450,595
40 149.91 145.82 4.09 2.8% 0.51 0.3% 58% False False 226,581
60 149.91 144.13 5.78 3.9% 0.43 0.3% 70% False False 151,086
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 150.83
2.618 149.98
1.618 149.46
1.000 149.14
0.618 148.94
HIGH 148.62
0.618 148.42
0.500 148.36
0.382 148.30
LOW 148.10
0.618 147.78
1.000 147.58
1.618 147.26
2.618 146.74
4.250 145.89
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 148.36 148.20
PP 148.31 148.20
S1 148.25 148.20

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

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