Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 148.15 147.99 -0.16 -0.1% 149.13
High 148.60 148.47 -0.13 -0.1% 149.43
Low 148.04 147.72 -0.32 -0.2% 147.77
Close 148.40 147.88 -0.52 -0.4% 147.90
Range 0.56 0.75 0.19 33.9% 1.66
ATR 0.57 0.59 0.01 2.2% 0.00
Volume 850,390 763,584 -86,806 -10.2% 3,908,626
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 150.27 149.83 148.29
R3 149.52 149.08 148.09
R2 148.77 148.77 148.02
R1 148.33 148.33 147.95 148.18
PP 148.02 148.02 148.02 147.95
S1 147.58 147.58 147.81 147.43
S2 147.27 147.27 147.74
S3 146.52 146.83 147.67
S4 145.77 146.08 147.47
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 153.35 152.28 148.81
R3 151.69 150.62 148.36
R2 150.03 150.03 148.20
R1 148.96 148.96 148.05 148.67
PP 148.37 148.37 148.37 148.22
S1 147.30 147.30 147.75 147.01
S2 146.71 146.71 147.60
S3 145.05 145.64 147.44
S4 143.39 143.98 146.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.62 147.72 0.90 0.6% 0.59 0.4% 18% False True 703,278
10 149.43 147.72 1.71 1.2% 0.58 0.4% 9% False True 746,309
20 149.91 147.72 2.19 1.5% 0.57 0.4% 7% False True 530,658
40 149.91 145.82 4.09 2.8% 0.53 0.4% 50% False False 266,907
60 149.91 144.28 5.63 3.8% 0.44 0.3% 64% False False 177,985
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 0.13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 151.66
2.618 150.43
1.618 149.68
1.000 149.22
0.618 148.93
HIGH 148.47
0.618 148.18
0.500 148.10
0.382 148.01
LOW 147.72
0.618 147.26
1.000 146.97
1.618 146.51
2.618 145.76
4.250 144.53
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 148.10 148.17
PP 148.02 148.07
S1 147.95 147.98

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

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