Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 150.75 150.38 -0.37 -0.2% 149.94
High 150.76 151.19 0.43 0.3% 150.78
Low 150.22 150.24 0.02 0.0% 149.83
Close 150.37 150.91 0.54 0.4% 150.40
Range 0.54 0.95 0.41 75.9% 0.95
ATR 0.56 0.59 0.03 4.9% 0.00
Volume 959,256 1,640,886 681,630 71.1% 3,738,962
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 153.63 153.22 151.43
R3 152.68 152.27 151.17
R2 151.73 151.73 151.08
R1 151.32 151.32 151.00 151.53
PP 150.78 150.78 150.78 150.88
S1 150.37 150.37 150.82 150.58
S2 149.83 149.83 150.74
S3 148.88 149.42 150.65
S4 147.93 148.47 150.39
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 153.19 152.74 150.92
R3 152.24 151.79 150.66
R2 151.29 151.29 150.57
R1 150.84 150.84 150.49 151.07
PP 150.34 150.34 150.34 150.45
S1 149.89 149.89 150.31 150.12
S2 149.39 149.39 150.23
S3 148.44 148.94 150.14
S4 147.49 147.99 149.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.19 149.95 1.24 0.8% 0.63 0.4% 77% True False 946,331
10 151.19 149.45 1.74 1.2% 0.59 0.4% 84% True False 843,422
20 151.19 147.63 3.56 2.4% 0.58 0.4% 92% True False 772,917
40 151.19 147.63 3.56 2.4% 0.56 0.4% 92% True False 611,756
60 151.19 145.82 5.37 3.6% 0.53 0.4% 95% True False 408,693
80 151.19 144.13 7.06 4.7% 0.47 0.3% 96% True False 306,544
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 0.12
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 155.23
2.618 153.68
1.618 152.73
1.000 152.14
0.618 151.78
HIGH 151.19
0.618 150.83
0.500 150.72
0.382 150.60
LOW 150.24
0.618 149.65
1.000 149.29
1.618 148.70
2.618 147.75
4.250 146.20
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 150.85 150.81
PP 150.78 150.71
S1 150.72 150.61

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

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