Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 147.80 148.77 0.97 0.7% 147.92
High 148.71 148.97 0.26 0.2% 148.71
Low 147.63 148.57 0.94 0.6% 147.63
Close 148.49 148.76 0.27 0.2% 148.49
Range 1.08 0.40 -0.68 -63.0% 1.08
ATR 0.62 0.61 -0.01 -1.6% 0.00
Volume 523,128 590,951 67,823 13.0% 3,474,492
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 149.97 149.76 148.98
R3 149.57 149.36 148.87
R2 149.17 149.17 148.83
R1 148.96 148.96 148.80 148.87
PP 148.77 148.77 148.77 148.72
S1 148.56 148.56 148.72 148.47
S2 148.37 148.37 148.69
S3 147.97 148.16 148.65
S4 147.57 147.76 148.54
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 151.52 151.08 149.08
R3 150.44 150.00 148.79
R2 149.36 149.36 148.69
R1 148.92 148.92 148.59 149.14
PP 148.28 148.28 148.28 148.39
S1 147.84 147.84 148.39 148.06
S2 147.20 147.20 148.29
S3 146.12 146.76 148.19
S4 145.04 145.68 147.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.97 147.63 1.34 0.9% 0.66 0.4% 84% True False 677,078
10 148.97 147.63 1.34 0.9% 0.58 0.4% 84% True False 701,524
20 149.91 147.63 2.28 1.5% 0.60 0.4% 50% False False 584,964
40 149.91 145.82 4.09 2.7% 0.55 0.4% 72% False False 294,712
60 149.91 144.28 5.63 3.8% 0.46 0.3% 80% False False 196,553
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 0.14
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 150.67
2.618 150.02
1.618 149.62
1.000 149.37
0.618 149.22
HIGH 148.97
0.618 148.82
0.500 148.77
0.382 148.72
LOW 148.57
0.618 148.32
1.000 148.17
1.618 147.92
2.618 147.52
4.250 146.87
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 148.77 148.61
PP 148.77 148.45
S1 148.76 148.30

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

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