Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 153.84 153.03 -0.81 -0.5% 152.78
High 153.86 153.37 -0.49 -0.3% 153.84
Low 153.01 153.00 -0.01 0.0% 152.60
Close 153.39 153.12 -0.27 -0.2% 153.69
Range 0.85 0.37 -0.48 -56.5% 1.24
ATR 0.52 0.51 -0.01 -1.8% 0.00
Volume 439,875 748,278 308,403 70.1% 499,424
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 154.27 154.07 153.32
R3 153.90 153.70 153.22
R2 153.53 153.53 153.19
R1 153.33 153.33 153.15 153.43
PP 153.16 153.16 153.16 153.22
S1 152.96 152.96 153.09 153.06
S2 152.79 152.79 153.05
S3 152.42 152.59 153.02
S4 152.05 152.22 152.92
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
5 153.86 153.00 0.86 0.6% 0.46 0.3% 14% False True 322,455
10 153.86 151.72 2.14 1.4% 0.50 0.3% 65% False False 175,640
20 153.86 151.56 2.30 1.5% 0.45 0.3% 68% False False 91,658
40 153.86 150.63 3.23 2.1% 0.56 0.4% 77% False False 47,174
60 153.86 148.17 5.69 3.7% 0.53 0.3% 87% False False 31,634
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 154.94
2.618 154.34
1.618 153.97
1.000 153.74
0.618 153.60
HIGH 153.37
0.618 153.23
0.500 153.19
0.382 153.14
LOW 153.00
0.618 152.77
1.000 152.63
1.618 152.40
2.618 152.03
4.250 151.43
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 153.19 153.43
PP 153.16 153.33
S1 153.14 153.22

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

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