Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 152.42 152.90 0.48 0.3% 151.98
High 152.57 153.00 0.43 0.3% 153.00
Low 152.25 152.75 0.50 0.3% 151.80
Close 152.55 152.85 0.30 0.2% 152.85
Range 0.32 0.25 -0.07 -21.9% 1.20
ATR 0.54 0.53 -0.01 -1.2% 0.00
Volume 387,817 749,030 361,213 93.1% 2,282,226
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 153.62 153.48 152.99
R3 153.37 153.23 152.92
R2 153.12 153.12 152.90
R1 152.98 152.98 152.87 152.93
PP 152.87 152.87 152.87 152.84
S1 152.73 152.73 152.83 152.68
S2 152.62 152.62 152.80
S3 152.37 152.48 152.78
S4 152.12 152.23 152.71
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 156.15 155.70 153.51
R3 154.95 154.50 153.18
R2 153.75 153.75 153.07
R1 153.30 153.30 152.96 153.53
PP 152.55 152.55 152.55 152.66
S1 152.10 152.10 152.74 152.33
S2 151.35 151.35 152.63
S3 150.15 150.90 152.52
S4 148.95 149.70 152.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153.00 151.54 1.46 1.0% 0.36 0.2% 90% True False 544,537
10 153.00 150.94 2.06 1.3% 0.45 0.3% 93% True False 580,340
20 153.00 150.55 2.45 1.6% 0.48 0.3% 94% True False 556,187
40 153.00 149.45 3.55 2.3% 0.60 0.4% 96% True False 674,723
60 153.00 147.63 5.37 3.5% 0.59 0.4% 97% True False 689,795
80 153.00 146.98 6.02 3.9% 0.57 0.4% 98% True False 557,411
100 153.00 145.58 7.42 4.9% 0.53 0.3% 98% True False 446,035
120 153.00 143.20 9.80 6.4% 0.47 0.3% 98% True False 371,698
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.08
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 154.06
2.618 153.65
1.618 153.40
1.000 153.25
0.618 153.15
HIGH 153.00
0.618 152.90
0.500 152.88
0.382 152.85
LOW 152.75
0.618 152.60
1.000 152.50
1.618 152.35
2.618 152.10
4.250 151.69
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 152.88 152.73
PP 152.87 152.60
S1 152.86 152.48

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

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