Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
27-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 153.33 153.73 0.40 0.3% 152.78
High 153.80 153.84 0.04 0.0% 153.84
Low 153.31 153.60 0.29 0.2% 152.60
Close 153.72 153.69 -0.03 0.0% 153.69
Range 0.49 0.24 -0.25 -51.0% 1.24
ATR 0.52 0.50 -0.02 -3.8% 0.00
Volume 89,533 251,784 162,251 181.2% 499,424
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 154.43 154.30 153.82
R3 154.19 154.06 153.76
R2 153.95 153.95 153.73
R1 153.82 153.82 153.71 153.77
PP 153.71 153.71 153.71 153.68
S1 153.58 153.58 153.67 153.53
S2 153.47 153.47 153.65
S3 153.23 153.34 153.62
S4 152.99 153.10 153.56
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 157.10 156.63 154.37
R3 155.86 155.39 154.03
R2 154.62 154.62 153.92
R1 154.15 154.15 153.80 154.39
PP 153.38 153.38 153.38 153.49
S1 152.91 152.91 153.58 153.15
S2 152.14 152.14 153.46
S3 150.90 151.67 153.35
S4 149.66 150.43 153.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153.84 152.60 1.24 0.8% 0.36 0.2% 88% True False 99,884
10 153.84 151.72 2.12 1.4% 0.46 0.3% 93% True False 59,062
20 153.84 151.48 2.36 1.5% 0.44 0.3% 94% True False 32,458
40 153.84 150.51 3.33 2.2% 0.55 0.4% 95% True False 17,579
60 153.84 148.17 5.67 3.7% 0.52 0.3% 97% True False 11,834
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 0.06
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 154.86
2.618 154.47
1.618 154.23
1.000 154.08
0.618 153.99
HIGH 153.84
0.618 153.75
0.500 153.72
0.382 153.69
LOW 153.60
0.618 153.45
1.000 153.36
1.618 153.21
2.618 152.97
4.250 152.58
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 153.72 153.61
PP 153.71 153.53
S1 153.70 153.46

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

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