Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 150.07 150.13 0.06 0.0% 149.22
High 150.37 150.40 0.03 0.0% 150.70
Low 149.94 149.95 0.01 0.0% 149.07
Close 150.32 150.21 -0.11 -0.1% 150.41
Range 0.43 0.45 0.02 4.7% 1.63
ATR 0.56 0.56 -0.01 -1.4% 0.00
Volume 591,866 603,991 12,125 2.0% 3,038,827
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 151.54 151.32 150.46
R3 151.09 150.87 150.33
R2 150.64 150.64 150.29
R1 150.42 150.42 150.25 150.53
PP 150.19 150.19 150.19 150.24
S1 149.97 149.97 150.17 150.08
S2 149.74 149.74 150.13
S3 149.29 149.52 150.09
S4 148.84 149.07 149.96
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
5 150.70 149.81 0.89 0.6% 0.52 0.3% 45% False False 519,364
10 150.70 149.07 1.63 1.1% 0.51 0.3% 70% False False 563,161
20 150.70 147.65 3.05 2.0% 0.57 0.4% 84% False False 623,040
40 150.70 145.85 4.85 3.2% 0.51 0.3% 90% False False 565,623
60 150.70 144.03 6.67 4.4% 0.54 0.4% 93% False False 576,087
80 150.70 142.86 7.84 5.2% 0.53 0.4% 94% False False 435,488
100 150.70 141.43 9.27 6.2% 0.46 0.3% 95% False False 348,397
120 150.70 140.90 9.80 6.5% 0.42 0.3% 95% False False 290,332
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 152.31
2.618 151.58
1.618 151.13
1.000 150.85
0.618 150.68
HIGH 150.40
0.618 150.23
0.500 150.18
0.382 150.12
LOW 149.95
0.618 149.67
1.000 149.50
1.618 149.22
2.618 148.77
4.250 148.04
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 150.20 150.18
PP 150.19 150.14
S1 150.18 150.11

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

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