Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 153.83 154.13 0.30 0.2% 153.84
High 154.23 154.33 0.10 0.1% 153.86
Low 153.82 153.96 0.14 0.1% 152.50
Close 153.97 154.06 0.09 0.1% 152.68
Range 0.41 0.37 -0.04 -9.8% 1.36
ATR 0.56 0.55 -0.01 -2.4% 0.00
Volume 606,427 555,954 -50,473 -8.3% 3,386,486
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 155.23 155.01 154.26
R3 154.86 154.64 154.16
R2 154.49 154.49 154.13
R1 154.27 154.27 154.09 154.20
PP 154.12 154.12 154.12 154.08
S1 153.90 153.90 154.03 153.83
S2 153.75 153.75 153.99
S3 153.38 153.53 153.96
S4 153.01 153.16 153.86
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
5 154.33 152.50 1.83 1.2% 0.62 0.4% 85% True False 612,333
10 154.33 152.50 1.83 1.2% 0.57 0.4% 85% True False 607,712
20 154.33 151.72 2.61 1.7% 0.52 0.3% 90% True False 321,651
40 154.33 150.77 3.56 2.3% 0.51 0.3% 92% True False 162,734
60 154.33 148.17 6.16 4.0% 0.55 0.4% 96% True False 108,906
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 0.11
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 155.90
2.618 155.30
1.618 154.93
1.000 154.70
0.618 154.56
HIGH 154.33
0.618 154.19
0.500 154.15
0.382 154.10
LOW 153.96
0.618 153.73
1.000 153.59
1.618 153.36
2.618 152.99
4.250 152.39
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 154.15 154.00
PP 154.12 153.95
S1 154.09 153.89

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

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