Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 147.40 147.35 -0.05 0.0% 146.53
High 147.60 147.99 0.39 0.3% 147.92
Low 147.38 147.20 -0.18 -0.1% 146.00
Close 147.48 147.85 0.37 0.3% 147.58
Range 0.22 0.79 0.57 259.1% 1.92
ATR 0.46 0.48 0.02 5.3% 0.00
Volume 6,054 1,994 -4,060 -67.1% 7,097
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 150.05 149.74 148.28
R3 149.26 148.95 148.07
R2 148.47 148.47 147.99
R1 148.16 148.16 147.92 148.32
PP 147.68 147.68 147.68 147.76
S1 147.37 147.37 147.78 147.53
S2 146.89 146.89 147.71
S3 146.10 146.58 147.63
S4 145.31 145.79 147.42
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 152.93 152.17 148.64
R3 151.01 150.25 148.11
R2 149.09 149.09 147.93
R1 148.33 148.33 147.76 148.71
PP 147.17 147.17 147.17 147.36
S1 146.41 146.41 147.40 146.79
S2 145.25 145.25 147.23
S3 143.33 144.49 147.05
S4 141.41 142.57 146.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.99 146.98 1.01 0.7% 0.49 0.3% 86% True False 2,562
10 147.99 145.82 2.17 1.5% 0.50 0.3% 94% True False 1,748
20 147.99 145.82 2.17 1.5% 0.45 0.3% 94% True False 1,156
40 147.99 143.96 4.03 2.7% 0.34 0.2% 97% True False 591
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 0.07
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 151.35
2.618 150.06
1.618 149.27
1.000 148.78
0.618 148.48
HIGH 147.99
0.618 147.69
0.500 147.60
0.382 147.50
LOW 147.20
0.618 146.71
1.000 146.41
1.618 145.92
2.618 145.13
4.250 143.84
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 147.77 147.77
PP 147.68 147.68
S1 147.60 147.60

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

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