Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 153.03 153.10 0.07 0.0% 152.78
High 153.37 153.28 -0.09 -0.1% 153.84
Low 153.00 152.88 -0.12 -0.1% 152.60
Close 153.12 153.04 -0.08 -0.1% 153.69
Range 0.37 0.40 0.03 8.1% 1.24
ATR 0.51 0.50 -0.01 -1.6% 0.00
Volume 748,278 809,273 60,995 8.2% 499,424
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 154.27 154.05 153.26
R3 153.87 153.65 153.15
R2 153.47 153.47 153.11
R1 153.25 153.25 153.08 153.16
PP 153.07 153.07 153.07 153.02
S1 152.85 152.85 153.00 152.76
S2 152.67 152.67 152.97
S3 152.27 152.45 152.93
S4 151.87 152.05 152.82
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
5 153.86 152.88 0.98 0.6% 0.47 0.3% 16% False True 467,748
10 153.86 151.87 1.99 1.3% 0.46 0.3% 59% False False 253,854
20 153.86 151.56 2.30 1.5% 0.46 0.3% 64% False False 132,072
40 153.86 150.72 3.14 2.1% 0.56 0.4% 74% False False 67,375
60 153.86 148.17 5.69 3.7% 0.53 0.3% 86% False False 45,121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 154.98
2.618 154.33
1.618 153.93
1.000 153.68
0.618 153.53
HIGH 153.28
0.618 153.13
0.500 153.08
0.382 153.03
LOW 152.88
0.618 152.63
1.000 152.48
1.618 152.23
2.618 151.83
4.250 151.18
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 153.08 153.37
PP 153.07 153.26
S1 153.05 153.15

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

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