Euro Bund Future March 2015

Trading Metrics calculated at close of trading on 29-Sep-2014

Day Change Summary
	Previous	Current
	26-Sep-2014	29-Sep-2014	Change	Change %	Previous Week
Open	150.20	149.82	-0.38	-0.3%	149.34
High	150.31	150.25	-0.06	0.0%	150.31
Low	149.89	149.82	-0.07	0.0%	149.15
Close	150.04	150.11	0.07	0.0%	150.04
Range	0.42	0.43	0.01	2.4%	1.16
ATR	0.52	0.51	-0.01	-1.2%	0.00
Volume	394	106	-288	-73.1%	2,392

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	151.35	151.16	150.35
R3	150.92	150.73	150.23
R2	150.49	150.49	150.19
R1	150.30	150.30	150.15	150.40
PP	150.06	150.06	150.06	150.11
S1	149.87	149.87	150.07	149.97
S2	149.63	149.63	150.03
S3	149.20	149.44	149.99
S4	148.77	149.01	149.87

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	153.31	152.84	150.68
R3	152.15	151.68	150.36
R2	150.99	150.99	150.25
R1	150.52	150.52	150.15	150.76
PP	149.83	149.83	149.83	149.95
S1	149.36	149.36	149.93	149.60
S2	148.67	148.67	149.83
S3	147.51	148.20	149.72
S4	146.35	147.04	149.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150.31	149.38	0.93	0.6%	0.42	0.3%	78%	False	False	469
10	150.31	148.17	2.14	1.4%	0.48	0.3%	91%	False	False	288
20	150.31	148.17	2.14	1.4%	0.43	0.3%	91%	False	False	186

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	0.07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	152.08
2.618	151.38
1.618	150.95
1.000	150.68
0.618	150.52
HIGH	150.25
0.618	150.09
0.500	150.04
0.382	149.98
LOW	149.82
0.618	149.55
1.000	149.39
1.618	149.12
2.618	148.69
4.250	147.99

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	150.09	150.04
PP	150.06	149.98
S1	150.04	149.91

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