Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 149.88 149.88 0.00 0.0% 149.22
High 150.16 150.70 0.54 0.4% 150.70
Low 149.79 149.86 0.07 0.0% 149.07
Close 149.92 150.41 0.49 0.3% 150.41
Range 0.37 0.84 0.47 127.0% 1.63
ATR 0.56 0.58 0.02 3.5% 0.00
Volume 719,442 433,686 -285,756 -39.7% 3,038,827
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 152.84 152.47 150.87
R3 152.00 151.63 150.64
R2 151.16 151.16 150.56
R1 150.79 150.79 150.49 150.98
PP 150.32 150.32 150.32 150.42
S1 149.95 149.95 150.33 150.14
S2 149.48 149.48 150.26
S3 148.64 149.11 150.18
S4 147.80 148.27 149.95
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 154.95 154.31 151.31
R3 153.32 152.68 150.86
R2 151.69 151.69 150.71
R1 151.05 151.05 150.56 151.37
PP 150.06 150.06 150.06 150.22
S1 149.42 149.42 150.26 149.74
S2 148.43 148.43 150.11
S3 146.80 147.79 149.96
S4 145.17 146.16 149.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150.70 149.07 1.63 1.1% 0.53 0.4% 82% True False 607,765
10 150.70 147.84 2.86 1.9% 0.56 0.4% 90% True False 631,746
20 150.70 147.65 3.05 2.0% 0.57 0.4% 90% True False 624,402
40 150.70 145.66 5.04 3.4% 0.51 0.3% 94% True False 562,316
60 150.70 144.03 6.67 4.4% 0.55 0.4% 96% True False 543,026
80 150.70 142.49 8.21 5.5% 0.52 0.3% 96% True False 408,456
100 150.70 141.43 9.27 6.2% 0.45 0.3% 97% True False 326,766
120 150.70 140.90 9.80 6.5% 0.41 0.3% 97% True False 272,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 154.27
2.618 152.90
1.618 152.06
1.000 151.54
0.618 151.22
HIGH 150.70
0.618 150.38
0.500 150.28
0.382 150.18
LOW 149.86
0.618 149.34
1.000 149.02
1.618 148.50
2.618 147.66
4.250 146.29
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 150.37 150.24
PP 150.32 150.06
S1 150.28 149.89

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

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