Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 148.64 147.94 -0.70 -0.5% 148.30
High 148.71 148.27 -0.44 -0.3% 148.45
Low 147.75 147.65 -0.10 -0.1% 147.78
Close 148.10 147.99 -0.11 -0.1% 148.29
Range 0.96 0.62 -0.34 -35.4% 0.67
ATR 0.54 0.54 0.01 1.1% 0.00
Volume 921,218 813,259 -107,959 -11.7% 2,675,184
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 149.83 149.53 148.33
R3 149.21 148.91 148.16
R2 148.59 148.59 148.10
R1 148.29 148.29 148.05 148.44
PP 147.97 147.97 147.97 148.05
S1 147.67 147.67 147.93 147.82
S2 147.35 147.35 147.88
S3 146.73 147.05 147.82
S4 146.11 146.43 147.65
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 150.18 149.91 148.66
R3 149.51 149.24 148.47
R2 148.84 148.84 148.41
R1 148.57 148.57 148.35 148.37
PP 148.17 148.17 148.17 148.08
S1 147.90 147.90 148.23 147.70
S2 147.50 147.50 148.17
S3 146.83 147.23 148.11
S4 146.16 146.56 147.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.78 147.65 1.13 0.8% 0.63 0.4% 30% False True 717,747
10 148.78 147.65 1.13 0.8% 0.53 0.4% 30% False True 610,380
20 148.78 145.85 2.93 2.0% 0.49 0.3% 73% False False 552,146
40 148.78 144.03 4.75 3.2% 0.54 0.4% 83% False False 558,107
60 148.78 143.27 5.51 3.7% 0.53 0.4% 86% False False 432,751
80 148.78 141.99 6.79 4.6% 0.47 0.3% 88% False False 324,596
100 148.78 141.01 7.77 5.3% 0.41 0.3% 90% False False 259,677
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150.91
2.618 149.89
1.618 149.27
1.000 148.89
0.618 148.65
HIGH 148.27
0.618 148.03
0.500 147.96
0.382 147.89
LOW 147.65
0.618 147.27
1.000 147.03
1.618 146.65
2.618 146.03
4.250 145.02
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 147.98 148.22
PP 147.97 148.14
S1 147.96 148.07

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

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