Euro Bund Future December 2014


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 151.98 151.99 0.01 0.0% 152.02
High 152.06 152.43 0.37 0.2% 152.08
Low 151.80 151.95 0.15 0.1% 150.94
Close 151.88 152.32 0.44 0.3% 151.97
Range 0.26 0.48 0.22 84.6% 1.14
ATR 0.56 0.56 0.00 -0.1% 0.00
Volume 574,522 570,857 -3,665 -0.6% 2,975,700
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 153.67 153.48 152.58
R3 153.19 153.00 152.45
R2 152.71 152.71 152.41
R1 152.52 152.52 152.36 152.62
PP 152.23 152.23 152.23 152.28
S1 152.04 152.04 152.28 152.14
S2 151.75 151.75 152.23
S3 151.27 151.56 152.19
S4 150.79 151.08 152.06
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
5 152.43 150.94 1.49 1.0% 0.55 0.4% 93% True False 581,726
10 152.43 150.94 1.49 1.0% 0.48 0.3% 93% True False 567,388
20 152.43 150.06 2.37 1.6% 0.53 0.3% 95% True False 579,852
40 152.49 149.45 3.04 2.0% 0.62 0.4% 94% False False 684,441
60 152.49 147.63 4.86 3.2% 0.61 0.4% 97% False False 706,689
80 152.49 146.00 6.49 4.3% 0.58 0.4% 97% False False 543,233
100 152.49 145.13 7.36 4.8% 0.53 0.4% 98% False False 434,667
120 152.49 142.90 9.59 6.3% 0.47 0.3% 98% False False 362,224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 154.47
2.618 153.69
1.618 153.21
1.000 152.91
0.618 152.73
HIGH 152.43
0.618 152.25
0.500 152.19
0.382 152.13
LOW 151.95
0.618 151.65
1.000 151.47
1.618 151.17
2.618 150.69
4.250 149.91
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 152.28 152.21
PP 152.23 152.10
S1 152.19 151.99

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

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