Euro Bund Future December 2014

Trading Metrics calculated at close of trading on 07-Oct-2014

Day Change Summary
	Previous	Current
	06-Oct-2014	07-Oct-2014	Change	Change %	Previous Week
Open	149.94	150.16	0.22	0.1%	149.46
High	150.23	150.35	0.12	0.1%	150.42
Low	149.93	149.83	-0.10	-0.1%	149.21
Close	150.12	150.11	-0.01	0.0%	149.82
Range	0.30	0.52	0.22	73.3%	1.21
ATR	0.57	0.57	0.00	-0.6%	0.00
Volume	841,263	766,186	-75,077	-8.9%	3,880,162

Daily Pivots for day following 07-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	151.66	151.40	150.40
R3	151.14	150.88	150.25
R2	150.62	150.62	150.21
R1	150.36	150.36	150.16	150.23
PP	150.10	150.10	150.10	150.03
S1	149.84	149.84	150.06	149.71
S2	149.58	149.58	150.01
S3	149.06	149.32	149.97
S4	148.54	148.80	149.82

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	149.45	0.97	0.6%	0.54	0.4%	68%	False	False	740,513
10	150.42	148.78	1.64	1.1%	0.51	0.3%	81%	False	False	741,660
20	150.42	147.63	2.79	1.9%	0.54	0.4%	89%	False	False	708,873
40	150.42	147.20	3.22	2.1%	0.54	0.4%	90%	False	False	494,406
60	150.42	145.71	4.71	3.1%	0.50	0.3%	93%	False	False	329,858
80	150.42	143.20	7.22	4.8%	0.43	0.3%	96%	False	False	247,398

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	152.56
2.618	151.71
1.618	151.19
1.000	150.87
0.618	150.67
HIGH	150.35
0.618	150.15
0.500	150.09
0.382	150.03
LOW	149.83
0.618	149.51
1.000	149.31
1.618	148.99
2.618	148.47
4.250	147.62

Fisher Pivots for day following 07-Oct-2014
Pivot	1 day	3 day
R1	150.10	150.04
PP	150.10	149.97
S1	150.09	149.90

Download as Excel Spreadsheet

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

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