Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 153.73 153.84 0.11 0.1% 152.78
High 153.84 153.86 0.02 0.0% 153.84
Low 153.60 153.01 -0.59 -0.4% 152.60
Close 153.69 153.39 -0.30 -0.2% 153.69
Range 0.24 0.85 0.61 254.2% 1.24
ATR 0.50 0.52 0.03 5.1% 0.00
Volume 251,784 439,875 188,091 74.7% 499,424
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 155.97 155.53 153.86
R3 155.12 154.68 153.62
R2 154.27 154.27 153.55
R1 153.83 153.83 153.47 153.63
PP 153.42 153.42 153.42 153.32
S1 152.98 152.98 153.31 152.78
S2 152.57 152.57 153.23
S3 151.72 152.13 153.16
S4 150.87 151.28 152.92
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
5 153.86 152.77 1.09 0.7% 0.48 0.3% 57% True False 182,987
10 153.86 151.72 2.14 1.4% 0.49 0.3% 78% True False 101,650
20 153.86 151.56 2.30 1.5% 0.45 0.3% 80% True False 54,402
40 153.86 150.51 3.35 2.2% 0.57 0.4% 86% True False 28,555
60 153.86 148.17 5.69 3.7% 0.53 0.3% 92% True False 19,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 157.47
2.618 156.09
1.618 155.24
1.000 154.71
0.618 154.39
HIGH 153.86
0.618 153.54
0.500 153.44
0.382 153.33
LOW 153.01
0.618 152.48
1.000 152.16
1.618 151.63
2.618 150.78
4.250 149.40
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 153.44 153.44
PP 153.42 153.42
S1 153.41 153.41

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

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