Euro Bund Future March 2015

Trading Metrics calculated at close of trading on 16-Sep-2014

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	148.43	148.93	0.50	0.3%	149.34
High	148.84	149.12	0.28	0.2%	149.65
Low	148.37	148.68	0.31	0.2%	148.29
Close	148.71	148.72	0.01	0.0%	148.44
Range	0.47	0.44	-0.03	-6.4%	1.36
ATR
Volume	23	244	221	960.9%	686

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	150.16	149.88	148.96
R3	149.72	149.44	148.84
R2	149.28	149.28	148.80
R1	149.00	149.00	148.76	148.92
PP	148.84	148.84	148.84	148.80
S1	148.56	148.56	148.68	148.48
S2	148.40	148.40	148.64
S3	147.96	148.12	148.60
S4	147.52	147.68	148.48

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	152.87	152.02	149.19
R3	151.51	150.66	148.81
R2	150.15	150.15	148.69
R1	149.30	149.30	148.56	149.05
PP	148.79	148.79	148.79	148.67
S1	147.94	147.94	148.32	147.69
S2	147.43	147.43	148.19
S3	146.07	146.58	148.07
S4	144.71	145.22	147.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149.21	148.29	0.92	0.6%	0.42	0.3%	47%	False	False	155
10	149.65	148.29	1.36	0.9%	0.40	0.3%	32%	False	False	104

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	0.06
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	150.99
2.618	150.27
1.618	149.83
1.000	149.56
0.618	149.39
HIGH	149.12
0.618	148.95
0.500	148.90
0.382	148.85
LOW	148.68
0.618	148.41
1.000	148.24
1.618	147.97
2.618	147.53
4.250	146.81

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	148.90	148.72
PP	148.84	148.71
S1	148.78	148.71

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols