Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 149.99 149.94 -0.05 0.0% 149.46
High 150.07 150.23 0.16 0.1% 150.42
Low 149.45 149.93 0.48 0.3% 149.21
Close 149.82 150.12 0.30 0.2% 149.82
Range 0.62 0.30 -0.32 -51.6% 1.21
ATR 0.58 0.57 -0.01 -2.1% 0.00
Volume 569,577 841,263 271,686 47.7% 3,880,162
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 150.99 150.86 150.29
R3 150.69 150.56 150.20
R2 150.39 150.39 150.18
R1 150.26 150.26 150.15 150.33
PP 150.09 150.09 150.09 150.13
S1 149.96 149.96 150.09 150.03
S2 149.79 149.79 150.07
S3 149.49 149.66 150.04
S4 149.19 149.36 149.96
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 153.45 152.84 150.49
R3 152.24 151.63 150.15
R2 151.03 151.03 150.04
R1 150.42 150.42 149.93 150.73
PP 149.82 149.82 149.82 149.97
S1 149.21 149.21 149.71 149.52
S2 148.61 148.61 149.60
S3 147.40 148.00 149.49
S4 146.19 146.79 149.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150.42 149.30 1.12 0.7% 0.54 0.4% 73% False False 765,781
10 150.42 148.78 1.64 1.1% 0.50 0.3% 82% False False 723,245
20 150.42 147.63 2.79 1.9% 0.54 0.4% 89% False False 712,384
40 150.42 147.20 3.22 2.1% 0.53 0.4% 91% False False 475,264
60 150.42 145.64 4.78 3.2% 0.50 0.3% 94% False False 317,089
80 150.42 143.20 7.22 4.8% 0.42 0.3% 96% False False 237,821
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 0.10
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 151.51
2.618 151.02
1.618 150.72
1.000 150.53
0.618 150.42
HIGH 150.23
0.618 150.12
0.500 150.08
0.382 150.04
LOW 149.93
0.618 149.74
1.000 149.63
1.618 149.44
2.618 149.14
4.250 148.66
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 150.11 150.05
PP 150.09 149.97
S1 150.08 149.90

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

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