Euro Bund Future March 2015


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 152.54 151.93 -0.61 -0.4% 152.16
High 152.55 152.54 -0.01 0.0% 152.73
Low 151.72 151.87 0.15 0.1% 151.72
Close 151.90 152.44 0.54 0.4% 152.55
Range 0.83 0.67 -0.16 -19.3% 1.01
ATR 0.55 0.55 0.01 1.6% 0.00
Volume 27,134 18,095 -9,039 -33.3% 42,958
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 154.29 154.04 152.81
R3 153.62 153.37 152.62
R2 152.95 152.95 152.56
R1 152.70 152.70 152.50 152.83
PP 152.28 152.28 152.28 152.35
S1 152.03 152.03 152.38 152.16
S2 151.61 151.61 152.32
S3 150.94 151.36 152.26
S4 150.27 150.69 152.07
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 155.36 154.97 153.11
R3 154.35 153.96 152.83
R2 153.34 153.34 152.74
R1 152.95 152.95 152.64 153.15
PP 152.33 152.33 152.33 152.43
S1 151.94 151.94 152.46 152.14
S2 151.32 151.32 152.36
S3 150.31 150.93 152.27
S4 149.30 149.92 151.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152.88 151.72 1.16 0.8% 0.51 0.3% 62% False False 16,930
10 152.88 151.60 1.28 0.8% 0.48 0.3% 66% False False 11,659
20 152.88 150.78 2.10 1.4% 0.48 0.3% 79% False False 6,605
40 153.30 149.82 3.48 2.3% 0.57 0.4% 75% False False 4,599
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155.39
2.618 154.29
1.618 153.62
1.000 153.21
0.618 152.95
HIGH 152.54
0.618 152.28
0.500 152.21
0.382 152.13
LOW 151.87
0.618 151.46
1.000 151.20
1.618 150.79
2.618 150.12
4.250 149.02
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 152.36 152.36
PP 152.28 152.27
S1 152.21 152.19

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

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