Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 149.47 149.72 0.25 0.2% 148.77
High 149.80 150.42 0.62 0.4% 149.72
Low 149.30 149.65 0.35 0.2% 148.57
Close 149.70 150.21 0.51 0.3% 149.44
Range 0.50 0.77 0.27 54.0% 1.15
ATR 0.57 0.58 0.01 2.6% 0.00
Volume 892,526 895,834 3,308 0.4% 3,101,976
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 152.40 152.08 150.63
R3 151.63 151.31 150.42
R2 150.86 150.86 150.35
R1 150.54 150.54 150.28 150.70
PP 150.09 150.09 150.09 150.18
S1 149.77 149.77 150.14 149.93
S2 149.32 149.32 150.07
S3 148.55 149.00 150.00
S4 147.78 148.23 149.79
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 152.69 152.22 150.07
R3 151.54 151.07 149.76
R2 150.39 150.39 149.65
R1 149.92 149.92 149.55 150.16
PP 149.24 149.24 149.24 149.36
S1 148.77 148.77 149.33 149.01
S2 148.09 148.09 149.23
S3 146.94 147.62 149.12
S4 145.79 146.47 148.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150.42 148.90 1.52 1.0% 0.56 0.4% 86% True False 794,822
10 150.42 147.63 2.79 1.9% 0.58 0.4% 92% True False 706,956
20 150.42 147.63 2.79 1.9% 0.60 0.4% 92% True False 746,102
40 150.42 146.30 4.12 2.7% 0.55 0.4% 95% True False 424,377
60 150.42 145.46 4.96 3.3% 0.49 0.3% 96% True False 283,081
80 150.42 142.90 7.52 5.0% 0.41 0.3% 97% True False 212,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 153.69
2.618 152.44
1.618 151.67
1.000 151.19
0.618 150.90
HIGH 150.42
0.618 150.13
0.500 150.04
0.382 149.94
LOW 149.65
0.618 149.17
1.000 148.88
1.618 148.40
2.618 147.63
4.250 146.38
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 150.15 150.08
PP 150.09 149.95
S1 150.04 149.82

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

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