Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 150.40 150.29 -0.11 -0.1% 150.68
High 150.74 150.72 -0.02 0.0% 151.12
Low 150.27 150.07 -0.20 -0.1% 150.08
Close 150.35 150.61 0.26 0.2% 150.35
Range 0.47 0.65 0.18 38.3% 1.04
ATR 0.70 0.70 0.00 -0.5% 0.00
Volume 531,556 568,719 37,163 7.0% 3,219,899
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 152.42 152.16 150.97
R3 151.77 151.51 150.79
R2 151.12 151.12 150.73
R1 150.86 150.86 150.67 150.99
PP 150.47 150.47 150.47 150.53
S1 150.21 150.21 150.55 150.34
S2 149.82 149.82 150.49
S3 149.17 149.56 150.43
S4 148.52 148.91 150.25
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 153.64 153.03 150.92
R3 152.60 151.99 150.64
R2 151.56 151.56 150.54
R1 150.95 150.95 150.45 150.74
PP 150.52 150.52 150.52 150.41
S1 149.91 149.91 150.25 149.70
S2 149.48 149.48 150.16
S3 148.44 148.87 150.06
S4 147.40 147.83 149.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.12 150.07 1.05 0.7% 0.67 0.4% 51% False True 602,147
10 152.49 150.07 2.42 1.6% 0.87 0.6% 22% False True 848,886
20 152.49 149.30 3.19 2.1% 0.71 0.5% 41% False False 808,736
40 152.49 147.63 4.86 3.2% 0.65 0.4% 61% False False 776,905
60 152.49 146.00 6.49 4.3% 0.59 0.4% 71% False False 522,725
80 152.49 144.96 7.53 5.0% 0.53 0.4% 75% False False 392,141
100 152.49 142.90 9.59 6.4% 0.46 0.3% 80% False False 313,715
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153.48
2.618 152.42
1.618 151.77
1.000 151.37
0.618 151.12
HIGH 150.72
0.618 150.47
0.500 150.40
0.382 150.32
LOW 150.07
0.618 149.67
1.000 149.42
1.618 149.02
2.618 148.37
4.250 147.31
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 150.54 150.57
PP 150.47 150.54
S1 150.40 150.50

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

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