Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 150.41 150.90 0.49 0.3% 150.20
High 151.09 151.03 -0.06 0.0% 150.62
Low 150.40 150.76 0.36 0.2% 149.81
Close 150.73 150.82 0.09 0.1% 150.27
Range 0.69 0.27 -0.42 -60.9% 0.81
ATR 0.57 0.55 -0.02 -3.4% 0.00
Volume 559,054 671,951 112,897 20.2% 2,544,851
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 151.68 151.52 150.97
R3 151.41 151.25 150.89
R2 151.14 151.14 150.87
R1 150.98 150.98 150.84 150.93
PP 150.87 150.87 150.87 150.84
S1 150.71 150.71 150.80 150.66
S2 150.60 150.60 150.77
S3 150.33 150.44 150.75
S4 150.06 150.17 150.67
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 152.66 152.28 150.72
R3 151.85 151.47 150.49
R2 151.04 151.04 150.42
R1 150.66 150.66 150.34 150.85
PP 150.23 150.23 150.23 150.33
S1 149.85 149.85 150.20 150.04
S2 149.42 149.42 150.12
S3 148.61 149.04 150.05
S4 147.80 148.23 149.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.09 149.94 1.15 0.8% 0.47 0.3% 77% False False 561,715
10 151.09 149.07 2.02 1.3% 0.53 0.3% 87% False False 564,842
20 151.09 147.65 3.44 2.3% 0.57 0.4% 92% False False 610,963
40 151.09 145.85 5.24 3.5% 0.51 0.3% 95% False False 571,784
60 151.09 144.03 7.06 4.7% 0.54 0.4% 96% False False 582,388
80 151.09 143.20 7.89 5.2% 0.53 0.3% 97% False False 455,637
100 151.09 141.43 9.66 6.4% 0.48 0.3% 97% False False 364,525
120 151.09 140.90 10.19 6.8% 0.43 0.3% 97% False False 303,771
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 152.18
2.618 151.74
1.618 151.47
1.000 151.30
0.618 151.20
HIGH 151.03
0.618 150.93
0.500 150.90
0.382 150.86
LOW 150.76
0.618 150.59
1.000 150.49
1.618 150.32
2.618 150.05
4.250 149.61
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 150.90 150.75
PP 150.87 150.67
S1 150.85 150.60

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

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