Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 155.05 154.90 -0.15 -0.1% 154.70
High 155.39 155.21 -0.18 -0.1% 155.45
Low 154.59 154.58 -0.01 0.0% 154.35
Close 154.83 155.11 0.28 0.2% 155.11
Range 0.80 0.63 -0.17 -21.3% 1.10
ATR 0.59 0.59 0.00 0.5% 0.00
Volume 353,954 353,954 0 0.0% 2,672,503
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 156.86 156.61 155.46
R3 156.23 155.98 155.28
R2 155.60 155.60 155.23
R1 155.35 155.35 155.17 155.48
PP 154.97 154.97 154.97 155.03
S1 154.72 154.72 155.05 154.85
S2 154.34 154.34 154.99
S3 153.71 154.09 154.94
S4 153.08 153.46 154.76
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 158.27 157.79 155.72
R3 157.17 156.69 155.41
R2 156.07 156.07 155.31
R1 155.59 155.59 155.21 155.83
PP 154.97 154.97 154.97 155.09
S1 154.49 154.49 155.01 154.73
S2 153.87 153.87 154.91
S3 152.77 153.39 154.81
S4 151.67 152.29 154.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.45 154.35 1.10 0.7% 0.65 0.4% 69% False False 534,500
10 155.45 152.59 2.86 1.8% 0.62 0.4% 88% False False 558,366
20 155.45 152.50 2.95 1.9% 0.56 0.4% 88% False False 473,478
40 155.45 150.78 4.67 3.0% 0.52 0.3% 93% False False 240,607
60 155.45 149.82 5.63 3.6% 0.56 0.4% 94% False False 161,279
80 155.45 148.17 7.28 4.7% 0.53 0.3% 95% False False 121,004
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157.89
2.618 156.86
1.618 156.23
1.000 155.84
0.618 155.60
HIGH 155.21
0.618 154.97
0.500 154.90
0.382 154.82
LOW 154.58
0.618 154.19
1.000 153.95
1.618 153.56
2.618 152.93
4.250 151.90
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 155.04 155.08
PP 154.97 155.05
S1 154.90 155.02

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

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