Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 151.65 151.15 -0.50 -0.3% 151.37
High 151.75 151.77 0.02 0.0% 151.93
Low 150.94 151.09 0.15 0.1% 150.97
Close 151.13 151.64 0.51 0.3% 151.74
Range 0.81 0.68 -0.13 -16.0% 0.96
ATR 0.58 0.58 0.01 1.3% 0.00
Volume 756,936 565,857 -191,079 -25.2% 2,478,279
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 153.54 153.27 152.01
R3 152.86 152.59 151.83
R2 152.18 152.18 151.76
R1 151.91 151.91 151.70 152.05
PP 151.50 151.50 151.50 151.57
S1 151.23 151.23 151.58 151.37
S2 150.82 150.82 151.52
S3 150.14 150.55 151.45
S4 149.46 149.87 151.27
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 154.43 154.04 152.27
R3 153.47 153.08 152.00
R2 152.51 152.51 151.92
R1 152.12 152.12 151.83 152.32
PP 151.55 151.55 151.55 151.64
S1 151.16 151.16 151.65 151.36
S2 150.59 150.59 151.56
S3 149.63 150.20 151.48
S4 148.67 149.24 151.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152.08 150.94 1.14 0.8% 0.53 0.4% 61% False False 616,144
10 152.08 150.78 1.30 0.9% 0.51 0.3% 66% False False 543,803
20 152.08 150.06 2.02 1.3% 0.54 0.4% 78% False False 580,493
40 152.49 149.21 3.28 2.2% 0.62 0.4% 74% False False 703,631
60 152.49 147.63 4.86 3.2% 0.61 0.4% 83% False False 695,121
80 152.49 145.82 6.67 4.4% 0.58 0.4% 87% False False 523,436
100 152.49 144.28 8.21 5.4% 0.53 0.3% 90% False False 418,809
120 152.49 142.90 9.59 6.3% 0.47 0.3% 91% False False 349,009
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 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 154.66
2.618 153.55
1.618 152.87
1.000 152.45
0.618 152.19
HIGH 151.77
0.618 151.51
0.500 151.43
0.382 151.35
LOW 151.09
0.618 150.67
1.000 150.41
1.618 149.99
2.618 149.31
4.250 148.20
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 151.57 151.56
PP 151.50 151.48
S1 151.43 151.40

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

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