Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 151.15 151.59 0.44 0.3% 152.02
High 151.77 152.05 0.28 0.2% 152.08
Low 151.09 151.54 0.45 0.3% 150.94
Close 151.64 151.97 0.33 0.2% 151.97
Range 0.68 0.51 -0.17 -25.0% 1.14
ATR 0.58 0.58 -0.01 -0.9% 0.00
Volume 565,857 440,460 -125,397 -22.2% 2,975,700
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 153.38 153.19 152.25
R3 152.87 152.68 152.11
R2 152.36 152.36 152.06
R1 152.17 152.17 152.02 152.27
PP 151.85 151.85 151.85 151.90
S1 151.66 151.66 151.92 151.76
S2 151.34 151.34 151.88
S3 150.83 151.15 151.83
S4 150.32 150.64 151.69
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 155.08 154.67 152.60
R3 153.94 153.53 152.28
R2 152.80 152.80 152.18
R1 152.39 152.39 152.07 152.03
PP 151.66 151.66 151.66 151.48
S1 151.25 151.25 151.87 150.89
S2 150.52 150.52 151.76
S3 149.38 150.11 151.66
S4 148.24 148.97 151.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152.08 150.94 1.14 0.8% 0.57 0.4% 90% False False 595,140
10 152.08 150.94 1.14 0.8% 0.50 0.3% 90% False False 545,397
20 152.08 150.06 2.02 1.3% 0.55 0.4% 95% False False 575,939
40 152.49 149.21 3.28 2.2% 0.62 0.4% 84% False False 700,432
60 152.49 147.63 4.86 3.2% 0.61 0.4% 89% False False 701,512
80 152.49 145.88 6.61 4.3% 0.58 0.4% 92% False False 528,938
100 152.49 144.87 7.62 5.0% 0.53 0.3% 93% False False 423,214
120 152.49 142.90 9.59 6.3% 0.47 0.3% 95% False False 352,680
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 154.22
2.618 153.39
1.618 152.88
1.000 152.56
0.618 152.37
HIGH 152.05
0.618 151.86
0.500 151.80
0.382 151.73
LOW 151.54
0.618 151.22
1.000 151.03
1.618 150.71
2.618 150.20
4.250 149.37
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 151.91 151.81
PP 151.85 151.65
S1 151.80 151.50

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

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