Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 150.20 149.82 -0.38 -0.3% 149.34
High 150.31 150.25 -0.06 0.0% 150.31
Low 149.89 149.82 -0.07 0.0% 149.15
Close 150.04 150.11 0.07 0.0% 150.04
Range 0.42 0.43 0.01 2.4% 1.16
ATR 0.52 0.51 -0.01 -1.2% 0.00
Volume 394 106 -288 -73.1% 2,392
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 151.35 151.16 150.35
R3 150.92 150.73 150.23
R2 150.49 150.49 150.19
R1 150.30 150.30 150.15 150.40
PP 150.06 150.06 150.06 150.11
S1 149.87 149.87 150.07 149.97
S2 149.63 149.63 150.03
S3 149.20 149.44 149.99
S4 148.77 149.01 149.87
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 153.31 152.84 150.68
R3 152.15 151.68 150.36
R2 150.99 150.99 150.25
R1 150.52 150.52 150.15 150.76
PP 149.83 149.83 149.83 149.95
S1 149.36 149.36 149.93 149.60
S2 148.67 148.67 149.83
S3 147.51 148.20 149.72
S4 146.35 147.04 149.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150.31 149.38 0.93 0.6% 0.42 0.3% 78% False False 469
10 150.31 148.17 2.14 1.4% 0.48 0.3% 91% False False 288
20 150.31 148.17 2.14 1.4% 0.43 0.3% 91% False False 186
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
4.250 152.08
2.618 151.38
1.618 150.95
1.000 150.68
0.618 150.52
HIGH 150.25
0.618 150.09
0.500 150.04
0.382 149.98
LOW 149.82
0.618 149.55
1.000 149.39
1.618 149.12
2.618 148.69
4.250 147.99
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 150.09 150.04
PP 150.06 149.98
S1 150.04 149.91

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

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