Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 148.90 148.95 0.05 0.0% 147.92
High 149.25 149.17 -0.08 -0.1% 148.71
Low 148.82 148.78 -0.04 0.0% 147.63
Close 148.93 149.01 0.08 0.1% 148.49
Range 0.43 0.39 -0.04 -9.3% 1.08
ATR 0.60 0.59 -0.02 -2.5% 0.00
Volume 582,033 635,757 53,724 9.2% 3,474,492
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 150.16 149.97 149.22
R3 149.77 149.58 149.12
R2 149.38 149.38 149.08
R1 149.19 149.19 149.05 149.29
PP 148.99 148.99 148.99 149.03
S1 148.80 148.80 148.97 148.90
S2 148.60 148.60 148.94
S3 148.21 148.41 148.90
S4 147.82 148.02 148.80
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
5 149.25 147.63 1.62 1.1% 0.61 0.4% 85% False False 619,090
10 149.25 147.63 1.62 1.1% 0.57 0.4% 85% False False 650,659
20 149.91 147.63 2.28 1.5% 0.59 0.4% 61% False False 643,599
40 149.91 145.82 4.09 2.7% 0.54 0.4% 78% False False 325,127
60 149.91 144.28 5.63 3.8% 0.47 0.3% 84% False False 216,849
80 149.91 142.84 7.07 4.7% 0.39 0.3% 87% False False 162,638
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 150.83
2.618 150.19
1.618 149.80
1.000 149.56
0.618 149.41
HIGH 149.17
0.618 149.02
0.500 148.98
0.382 148.93
LOW 148.78
0.618 148.54
1.000 148.39
1.618 148.15
2.618 147.76
4.250 147.12
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 149.00 148.98
PP 148.99 148.94
S1 148.98 148.91

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

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