Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 148.35 148.30 -0.05 0.0% 147.50
High 148.49 148.45 -0.04 0.0% 148.49
Low 148.12 148.20 0.08 0.1% 147.43
Close 148.25 148.41 0.16 0.1% 148.25
Range 0.37 0.25 -0.12 -32.4% 1.06
ATR 0.51 0.50 -0.02 -3.7% 0.00
Volume 324,674 638,622 313,948 96.7% 2,607,663
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 149.10 149.01 148.55
R3 148.85 148.76 148.48
R2 148.60 148.60 148.46
R1 148.51 148.51 148.43 148.56
PP 148.35 148.35 148.35 148.38
S1 148.26 148.26 148.39 148.31
S2 148.10 148.10 148.36
S3 147.85 148.01 148.34
S4 147.60 147.76 148.27
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 151.24 150.80 148.83
R3 150.18 149.74 148.54
R2 149.12 149.12 148.44
R1 148.68 148.68 148.35 148.90
PP 148.06 148.06 148.06 148.17
S1 147.62 147.62 148.15 147.84
S2 147.00 147.00 148.06
S3 145.94 146.56 147.96
S4 144.88 145.50 147.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.49 147.43 1.06 0.7% 0.39 0.3% 92% False False 514,571
10 148.49 146.81 1.68 1.1% 0.41 0.3% 95% False False 514,005
20 148.49 145.72 2.77 1.9% 0.44 0.3% 97% False False 512,540
40 148.49 144.03 4.46 3.0% 0.53 0.4% 98% False False 517,344
60 148.49 142.76 5.73 3.9% 0.51 0.3% 99% False False 347,116
80 148.49 141.43 7.06 4.8% 0.42 0.3% 99% False False 260,340
100 148.49 140.90 7.59 5.1% 0.38 0.3% 99% False False 208,272
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 149.51
2.618 149.10
1.618 148.85
1.000 148.70
0.618 148.60
HIGH 148.45
0.618 148.35
0.500 148.33
0.382 148.30
LOW 148.20
0.618 148.05
1.000 147.95
1.618 147.80
2.618 147.55
4.250 147.14
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 148.38 148.33
PP 148.35 148.26
S1 148.33 148.18

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

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