Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 154.70 154.62 -0.08 -0.1% 152.72
High 154.73 155.44 0.71 0.5% 154.80
Low 154.35 154.53 0.18 0.1% 152.59
Close 154.65 155.03 0.38 0.2% 154.73
Range 0.38 0.91 0.53 139.5% 2.21
ATR 0.55 0.57 0.03 4.7% 0.00
Volume 846,551 551,706 -294,845 -34.8% 2,911,158
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 157.73 157.29 155.53
R3 156.82 156.38 155.28
R2 155.91 155.91 155.20
R1 155.47 155.47 155.11 155.69
PP 155.00 155.00 155.00 155.11
S1 154.56 154.56 154.95 154.78
S2 154.09 154.09 154.86
S3 153.18 153.65 154.78
S4 152.27 152.74 154.53
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
5 155.44 153.82 1.62 1.0% 0.53 0.3% 75% True False 606,587
10 155.44 152.50 2.94 1.9% 0.61 0.4% 86% True False 650,774
20 155.44 151.72 3.72 2.4% 0.56 0.4% 89% True False 413,207
40 155.44 150.77 4.67 3.0% 0.52 0.3% 91% True False 208,936
60 155.44 149.38 6.06 3.9% 0.55 0.4% 93% True False 140,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 159.31
2.618 157.82
1.618 156.91
1.000 156.35
0.618 156.00
HIGH 155.44
0.618 155.09
0.500 154.99
0.382 154.88
LOW 154.53
0.618 153.97
1.000 153.62
1.618 153.06
2.618 152.15
4.250 150.66
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 155.02 154.97
PP 155.00 154.90
S1 154.99 154.84

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

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