Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 150.61 150.65 0.04 0.0% 149.82
High 150.61 150.89 0.28 0.2% 151.08
Low 150.16 150.65 0.49 0.3% 149.82
Close 150.47 150.80 0.33 0.2% 150.47
Range 0.45 0.24 -0.21 -46.7% 1.26
ATR 0.52 0.52 -0.01 -1.4% 0.00
Volume 1,528 812 -716 -46.9% 3,430
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 151.50 151.39 150.93
R3 151.26 151.15 150.87
R2 151.02 151.02 150.84
R1 150.91 150.91 150.82 150.97
PP 150.78 150.78 150.78 150.81
S1 150.67 150.67 150.78 150.73
S2 150.54 150.54 150.76
S3 150.30 150.43 150.73
S4 150.06 150.19 150.67
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 154.24 153.61 151.16
R3 152.98 152.35 150.82
R2 151.72 151.72 150.70
R1 151.09 151.09 150.59 151.41
PP 150.46 150.46 150.46 150.61
S1 149.83 149.83 150.35 150.15
S2 149.20 149.20 150.24
S3 147.94 148.57 150.12
S4 146.68 147.31 149.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.08 149.92 1.16 0.8% 0.46 0.3% 76% False False 827
10 151.08 149.38 1.70 1.1% 0.44 0.3% 84% False False 648
20 151.08 148.17 2.91 1.9% 0.45 0.3% 90% False False 379
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 0.03
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 151.91
2.618 151.52
1.618 151.28
1.000 151.13
0.618 151.04
HIGH 150.89
0.618 150.80
0.500 150.77
0.382 150.74
LOW 150.65
0.618 150.50
1.000 150.41
1.618 150.26
2.618 150.02
4.250 149.63
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 150.79 150.73
PP 150.78 150.65
S1 150.77 150.58

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

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