Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 24-Jul-2014
Day Change Summary
Previous Current
23-Jul-2014 24-Jul-2014 Change Change % Previous Week
Open 148.14 148.32 0.18 0.1% 147.50
High 148.44 148.39 -0.05 0.0% 148.49
Low 148.01 147.78 -0.23 -0.2% 147.43
Close 148.32 147.88 -0.44 -0.3% 148.25
Range 0.43 0.61 0.18 41.9% 1.06
ATR 0.49 0.50 0.01 1.7% 0.00
Volume 604,409 484,794 -119,615 -19.8% 2,607,663
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 149.85 149.47 148.22
R3 149.24 148.86 148.05
R2 148.63 148.63 147.99
R1 148.25 148.25 147.94 148.14
PP 148.02 148.02 148.02 147.96
S1 147.64 147.64 147.82 147.53
S2 147.41 147.41 147.77
S3 146.80 147.03 147.71
S4 146.19 146.42 147.54
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
5 148.49 147.78 0.71 0.5% 0.42 0.3% 14% False True 503,012
10 148.49 147.39 1.10 0.7% 0.40 0.3% 45% False False 503,045
20 148.49 145.85 2.64 1.8% 0.44 0.3% 77% False False 508,206
40 148.49 144.03 4.46 3.0% 0.53 0.4% 86% False False 552,611
60 148.49 142.86 5.63 3.8% 0.52 0.3% 89% False False 372,971
80 148.49 141.43 7.06 4.8% 0.43 0.3% 91% False False 279,737
100 148.49 140.90 7.59 5.1% 0.38 0.3% 92% False False 223,790
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 True
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 150.98
2.618 149.99
1.618 149.38
1.000 149.00
0.618 148.77
HIGH 148.39
0.618 148.16
0.500 148.09
0.382 148.01
LOW 147.78
0.618 147.40
1.000 147.17
1.618 146.79
2.618 146.18
4.250 145.19
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 148.09 148.11
PP 148.02 148.03
S1 147.95 147.96

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

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