Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 151.80 152.03 0.23 0.2% 150.85
High 152.24 152.07 -0.17 -0.1% 151.91
Low 151.80 151.90 0.10 0.1% 150.78
Close 152.17 151.96 -0.21 -0.1% 151.69
Range 0.44 0.17 -0.27 -61.4% 1.13
ATR 0.65 0.62 -0.03 -4.2% 0.00
Volume 3,156 1,006 -2,150 -68.1% 4,984
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 152.49 152.39 152.05
R3 152.32 152.22 152.01
R2 152.15 152.15 151.99
R1 152.05 152.05 151.98 152.02
PP 151.98 151.98 151.98 151.96
S1 151.88 151.88 151.94 151.85
S2 151.81 151.81 151.93
S3 151.64 151.71 151.91
S4 151.47 151.54 151.87
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 154.85 154.40 152.31
R3 153.72 153.27 152.00
R2 152.59 152.59 151.90
R1 152.14 152.14 151.79 152.37
PP 151.46 151.46 151.46 151.57
S1 151.01 151.01 151.59 151.24
S2 150.33 150.33 151.48
S3 149.20 149.88 151.38
S4 148.07 148.75 151.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152.24 151.00 1.24 0.8% 0.53 0.3% 77% False False 1,383
10 152.24 150.77 1.47 1.0% 0.54 0.4% 81% False False 1,218
20 153.30 150.72 2.58 1.7% 0.67 0.4% 48% False False 2,678
40 153.30 148.17 5.13 3.4% 0.57 0.4% 74% False False 1,645
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 152.79
2.618 152.52
1.618 152.35
1.000 152.24
0.618 152.18
HIGH 152.07
0.618 152.01
0.500 151.99
0.382 151.96
LOW 151.90
0.618 151.79
1.000 151.73
1.618 151.62
2.618 151.45
4.250 151.18
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 151.99 151.93
PP 151.98 151.89
S1 151.97 151.86

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

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