Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 154.13 154.29 0.16 0.1% 152.72
High 154.33 154.80 0.47 0.3% 154.80
Low 153.96 154.23 0.27 0.2% 152.59
Close 154.06 154.73 0.67 0.4% 154.73
Range 0.37 0.57 0.20 54.1% 2.21
ATR 0.55 0.56 0.01 2.5% 0.00
Volume 555,954 472,300 -83,654 -15.0% 2,911,158
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 156.30 156.08 155.04
R3 155.73 155.51 154.89
R2 155.16 155.16 154.83
R1 154.94 154.94 154.78 155.05
PP 154.59 154.59 154.59 154.64
S1 154.37 154.37 154.68 154.48
S2 154.02 154.02 154.63
S3 153.45 153.80 154.57
S4 152.88 153.23 154.42
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 160.67 159.91 155.95
R3 158.46 157.70 155.34
R2 156.25 156.25 155.14
R1 155.49 155.49 154.93 155.87
PP 154.04 154.04 154.04 154.23
S1 153.28 153.28 154.53 153.66
S2 151.83 151.83 154.32
S3 149.62 151.07 154.12
S4 147.41 148.86 153.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.80 152.59 2.21 1.4% 0.60 0.4% 97% True False 582,231
10 154.80 152.50 2.30 1.5% 0.61 0.4% 97% True False 629,764
20 154.80 151.72 3.08 2.0% 0.53 0.3% 98% True False 344,413
40 154.80 150.77 4.03 2.6% 0.52 0.3% 98% True False 174,167
60 154.80 149.15 5.65 3.7% 0.54 0.4% 99% True False 116,777
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 157.22
2.618 156.29
1.618 155.72
1.000 155.37
0.618 155.15
HIGH 154.80
0.618 154.58
0.500 154.52
0.382 154.45
LOW 154.23
0.618 153.88
1.000 153.66
1.618 153.31
2.618 152.74
4.250 151.81
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 154.66 154.59
PP 154.59 154.45
S1 154.52 154.31

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

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