Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 150.16 150.18 0.02 0.0% 149.46
High 150.35 150.43 0.08 0.1% 150.42
Low 149.83 149.95 0.12 0.1% 149.21
Close 150.11 150.20 0.09 0.1% 149.82
Range 0.52 0.48 -0.04 -7.7% 1.21
ATR 0.57 0.56 -0.01 -1.1% 0.00
Volume 766,186 945,189 179,003 23.4% 3,880,162
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 151.63 151.40 150.46
R3 151.15 150.92 150.33
R2 150.67 150.67 150.29
R1 150.44 150.44 150.24 150.56
PP 150.19 150.19 150.19 150.25
S1 149.96 149.96 150.16 150.08
S2 149.71 149.71 150.11
S3 149.23 149.48 150.07
S4 148.75 149.00 149.94
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
5 150.43 149.45 0.98 0.7% 0.48 0.3% 77% True False 750,384
10 150.43 148.90 1.53 1.0% 0.52 0.3% 85% True False 772,603
20 150.43 147.63 2.80 1.9% 0.55 0.4% 92% True False 711,631
40 150.43 147.20 3.23 2.2% 0.55 0.4% 93% True False 517,884
60 150.43 145.75 4.68 3.1% 0.51 0.3% 95% True False 345,609
80 150.43 143.73 6.70 4.5% 0.44 0.3% 97% True False 259,213
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152.47
2.618 151.69
1.618 151.21
1.000 150.91
0.618 150.73
HIGH 150.43
0.618 150.25
0.500 150.19
0.382 150.13
LOW 149.95
0.618 149.65
1.000 149.47
1.618 149.17
2.618 148.69
4.250 147.91
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 150.20 150.18
PP 150.19 150.15
S1 150.19 150.13

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

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