Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 149.22 149.31 0.09 0.1% 148.40
High 149.51 149.54 0.03 0.0% 149.84
Low 149.16 149.25 0.09 0.1% 147.84
Close 149.34 149.37 0.03 0.0% 149.48
Range 0.35 0.29 -0.06 -17.1% 2.00
ATR 0.58 0.56 -0.02 -3.6% 0.00
Volume 471,248 695,009 223,761 47.5% 3,278,638
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 150.26 150.10 149.53
R3 149.97 149.81 149.45
R2 149.68 149.68 149.42
R1 149.52 149.52 149.40 149.60
PP 149.39 149.39 149.39 149.43
S1 149.23 149.23 149.34 149.31
S2 149.10 149.10 149.32
S3 148.81 148.94 149.29
S4 148.52 148.65 149.21
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 155.05 154.27 150.58
R3 153.05 152.27 150.03
R2 151.05 151.05 149.85
R1 150.27 150.27 149.66 150.66
PP 149.05 149.05 149.05 149.25
S1 148.27 148.27 149.30 148.66
S2 147.05 147.05 149.11
S3 145.05 146.27 148.93
S4 143.05 144.27 148.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149.84 148.19 1.65 1.1% 0.55 0.4% 72% False False 623,758
10 149.84 147.65 2.19 1.5% 0.61 0.4% 79% False False 657,084
20 149.84 147.60 2.24 1.5% 0.53 0.4% 79% False False 602,623
40 149.84 144.91 4.93 3.3% 0.51 0.3% 90% False False 555,490
60 149.84 144.03 5.81 3.9% 0.54 0.4% 92% False False 512,428
80 149.84 142.46 7.38 4.9% 0.51 0.3% 94% False False 385,049
100 149.84 141.01 8.83 5.9% 0.43 0.3% 95% False False 308,041
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.11
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 150.77
2.618 150.30
1.618 150.01
1.000 149.83
0.618 149.72
HIGH 149.54
0.618 149.43
0.500 149.40
0.382 149.36
LOW 149.25
0.618 149.07
1.000 148.96
1.618 148.78
2.618 148.49
4.250 148.02
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 149.40 149.50
PP 149.39 149.46
S1 149.38 149.41

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

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