Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 152.38 152.78 0.40 0.3% 152.81
High 152.86 152.86 0.00 0.0% 152.88
Low 152.35 152.60 0.25 0.2% 151.72
Close 152.80 152.68 -0.12 -0.1% 152.80
Range 0.51 0.26 -0.25 -49.0% 1.16
ATR 0.55 0.53 -0.02 -3.8% 0.00
Volume 23,603 24,361 758 3.2% 91,199
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 153.49 153.35 152.82
R3 153.23 153.09 152.75
R2 152.97 152.97 152.73
R1 152.83 152.83 152.70 152.77
PP 152.71 152.71 152.71 152.69
S1 152.57 152.57 152.66 152.51
S2 152.45 152.45 152.63
S3 152.19 152.31 152.61
S4 151.93 152.05 152.54
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 155.95 155.53 153.44
R3 154.79 154.37 153.12
R2 153.63 153.63 153.01
R1 153.21 153.21 152.91 152.84
PP 152.47 152.47 152.47 152.28
S1 152.05 152.05 152.69 151.68
S2 151.31 151.31 152.59
S3 150.15 150.89 152.48
S4 148.99 149.73 152.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152.86 151.72 1.14 0.7% 0.51 0.3% 84% True False 20,314
10 152.88 151.72 1.16 0.8% 0.45 0.3% 83% False False 15,561
20 152.88 150.83 2.05 1.3% 0.47 0.3% 90% False False 8,944
40 153.30 149.92 3.38 2.2% 0.56 0.4% 82% False False 5,785
60 153.30 148.17 5.13 3.4% 0.52 0.3% 88% False False 3,919
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.05
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 153.97
2.618 153.54
1.618 153.28
1.000 153.12
0.618 153.02
HIGH 152.86
0.618 152.76
0.500 152.73
0.382 152.70
LOW 152.60
0.618 152.44
1.000 152.34
1.618 152.18
2.618 151.92
4.250 151.50
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 152.73 152.58
PP 152.71 152.47
S1 152.70 152.37

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

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