Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 151.01 150.59 -0.42 -0.3% 150.75
High 151.12 150.83 -0.29 -0.2% 152.49
Low 150.26 150.29 0.03 0.0% 150.22
Close 150.58 150.64 0.06 0.0% 150.64
Range 0.86 0.54 -0.32 -37.2% 2.27
ATR 0.72 0.71 -0.01 -1.8% 0.00
Volume 657,980 634,607 -23,373 -3.6% 5,659,507
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 152.21 151.96 150.94
R3 151.67 151.42 150.79
R2 151.13 151.13 150.74
R1 150.88 150.88 150.69 151.01
PP 150.59 150.59 150.59 150.65
S1 150.34 150.34 150.59 150.47
S2 150.05 150.05 150.54
S3 149.51 149.80 150.49
S4 148.97 149.26 150.34
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 157.93 156.55 151.89
R3 155.66 154.28 151.26
R2 153.39 153.39 151.06
R1 152.01 152.01 150.85 151.57
PP 151.12 151.12 151.12 150.89
S1 149.74 149.74 150.43 149.30
S2 148.85 148.85 150.22
S3 146.58 147.47 150.02
S4 144.31 145.20 149.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152.47 150.26 2.21 1.5% 0.85 0.6% 17% False False 743,529
10 152.49 150.02 2.47 1.6% 0.85 0.6% 25% False False 891,629
20 152.49 148.90 3.59 2.4% 0.69 0.5% 48% False False 832,116
40 152.49 147.63 4.86 3.2% 0.64 0.4% 62% False False 737,857
60 152.49 145.82 6.67 4.4% 0.59 0.4% 72% False False 494,123
80 152.49 144.28 8.21 5.5% 0.52 0.3% 77% False False 370,666
100 152.49 142.84 9.65 6.4% 0.45 0.3% 81% False False 296,534
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153.13
2.618 152.24
1.618 151.70
1.000 151.37
0.618 151.16
HIGH 150.83
0.618 150.62
0.500 150.56
0.382 150.50
LOW 150.29
0.618 149.96
1.000 149.75
1.618 149.42
2.618 148.88
4.250 148.00
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 150.61 150.69
PP 150.59 150.67
S1 150.56 150.66

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

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