Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 155.02 155.05 0.03 0.0% 152.72
High 155.45 155.39 -0.06 0.0% 154.80
Low 154.92 154.59 -0.33 -0.2% 152.59
Close 155.12 154.83 -0.29 -0.2% 154.73
Range 0.53 0.80 0.27 50.9% 2.21
ATR 0.57 0.59 0.02 2.9% 0.00
Volume 566,338 353,954 -212,384 -37.5% 2,911,158
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 157.34 156.88 155.27
R3 156.54 156.08 155.05
R2 155.74 155.74 154.98
R1 155.28 155.28 154.90 155.11
PP 154.94 154.94 154.94 154.85
S1 154.48 154.48 154.76 154.31
S2 154.14 154.14 154.68
S3 153.34 153.68 154.61
S4 152.54 152.88 154.39
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
5 155.45 154.23 1.22 0.8% 0.64 0.4% 49% False False 558,169
10 155.45 152.50 2.95 1.9% 0.63 0.4% 79% False False 585,251
20 155.45 152.35 3.10 2.0% 0.55 0.4% 80% False False 456,961
40 155.45 150.78 4.67 3.0% 0.52 0.3% 87% False False 231,783
60 155.45 149.82 5.63 3.6% 0.56 0.4% 89% False False 155,386
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.79
2.618 157.48
1.618 156.68
1.000 156.19
0.618 155.88
HIGH 155.39
0.618 155.08
0.500 154.99
0.382 154.90
LOW 154.59
0.618 154.10
1.000 153.79
1.618 153.30
2.618 152.50
4.250 151.19
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 154.99 154.99
PP 154.94 154.94
S1 154.88 154.88

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

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