Euro Bund Future September 2014


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 151.03 150.95 -0.08 -0.1% 150.41
High 151.09 151.49 0.40 0.3% 151.83
Low 150.54 150.49 -0.05 0.0% 150.40
Close 150.84 150.65 -0.19 -0.1% 151.54
Range 0.55 1.00 0.45 81.8% 1.43
ATR 0.56 0.59 0.03 5.6% 0.00
Volume 1,578,682 443,510 -1,135,172 -71.9% 2,924,702
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 153.88 153.26 151.20
R3 152.88 152.26 150.93
R2 151.88 151.88 150.83
R1 151.26 151.26 150.74 151.07
PP 150.88 150.88 150.88 150.78
S1 150.26 150.26 150.56 150.07
S2 149.88 149.88 150.47
S3 148.88 149.26 150.38
S4 147.88 148.26 150.10
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 155.55 154.97 152.33
R3 154.12 153.54 151.93
R2 152.69 152.69 151.80
R1 152.11 152.11 151.67 152.40
PP 151.26 151.26 151.26 151.40
S1 150.68 150.68 151.41 150.97
S2 149.83 149.83 151.28
S3 148.40 149.25 151.15
S4 146.97 147.82 150.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.83 150.49 1.34 0.9% 0.65 0.4% 12% False True 891,198
10 151.83 149.95 1.88 1.2% 0.57 0.4% 37% False False 740,282
20 151.83 148.86 2.97 2.0% 0.55 0.4% 60% False False 662,221
40 151.83 147.39 4.44 2.9% 0.53 0.4% 73% False False 618,867
60 151.83 144.58 7.25 4.8% 0.53 0.4% 84% False False 586,497
80 151.83 144.03 7.80 5.2% 0.55 0.4% 85% False False 520,344
100 151.83 142.46 9.37 6.2% 0.51 0.3% 87% False False 416,386
120 151.83 141.01 10.82 7.2% 0.45 0.3% 89% False False 346,988
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 155.74
2.618 154.11
1.618 153.11
1.000 152.49
0.618 152.11
HIGH 151.49
0.618 151.11
0.500 150.99
0.382 150.87
LOW 150.49
0.618 149.87
1.000 149.49
1.618 148.87
2.618 147.87
4.250 146.24
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 150.99 151.01
PP 150.88 150.89
S1 150.76 150.77

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

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