Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 153.10 153.04 -0.06 0.0% 153.84
High 153.33 153.17 -0.16 -0.1% 153.86
Low 152.56 152.50 -0.06 0.0% 152.50
Close 152.82 152.68 -0.14 -0.1% 152.68
Range 0.77 0.67 -0.10 -13.0% 1.36
ATR 0.52 0.53 0.01 2.0% 0.00
Volume 766,252 622,808 -143,444 -18.7% 3,386,486
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 154.79 154.41 153.05
R3 154.12 153.74 152.86
R2 153.45 153.45 152.80
R1 153.07 153.07 152.74 152.93
PP 152.78 152.78 152.78 152.71
S1 152.40 152.40 152.62 152.26
S2 152.11 152.11 152.56
S3 151.44 151.73 152.50
S4 150.77 151.06 152.31
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 157.09 156.25 153.43
R3 155.73 154.89 153.05
R2 154.37 154.37 152.93
R1 153.53 153.53 152.80 153.27
PP 153.01 153.01 153.01 152.89
S1 152.17 152.17 152.56 151.91
S2 151.65 151.65 152.43
S3 150.29 150.81 152.31
S4 148.93 149.45 151.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153.86 152.50 1.36 0.9% 0.61 0.4% 13% False True 677,297
10 153.86 152.50 1.36 0.9% 0.49 0.3% 13% False True 388,591
20 153.86 151.72 2.14 1.4% 0.48 0.3% 45% False False 201,003
40 153.86 150.77 3.09 2.0% 0.57 0.4% 62% False False 102,056
60 153.86 148.17 5.69 3.7% 0.54 0.4% 79% False False 68,264
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156.02
2.618 154.92
1.618 154.25
1.000 153.84
0.618 153.58
HIGH 153.17
0.618 152.91
0.500 152.84
0.382 152.76
LOW 152.50
0.618 152.09
1.000 151.83
1.618 151.42
2.618 150.75
4.250 149.65
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 152.84 152.92
PP 152.78 152.84
S1 152.73 152.76

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

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