Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 27-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 27-Nov-2014 Change Change % Previous Week
Open 153.25 153.33 0.08 0.1% 152.81
High 153.40 153.80 0.40 0.3% 152.88
Low 153.07 153.31 0.24 0.2% 151.72
Close 153.38 153.72 0.34 0.2% 152.80
Range 0.33 0.49 0.16 48.5% 1.16
ATR 0.52 0.52 0.00 -0.4% 0.00
Volume 82,809 89,533 6,724 8.1% 91,199
Daily Pivots for day following 27-Nov-2014
Classic Woodie Camarilla DeMark
R4 155.08 154.89 153.99
R3 154.59 154.40 153.85
R2 154.10 154.10 153.81
R1 153.91 153.91 153.76 154.01
PP 153.61 153.61 153.61 153.66
S1 153.42 153.42 153.68 153.52
S2 153.12 153.12 153.63
S3 152.63 152.93 153.59
S4 152.14 152.44 153.45
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 155.95 155.53 153.44
R3 154.79 154.37 153.12
R2 153.63 153.63 153.01
R1 153.21 153.21 152.91 152.84
PP 152.47 152.47 152.47 152.28
S1 152.05 152.05 152.69 151.68
S2 151.31 151.31 152.59
S3 150.15 150.89 152.48
S4 148.99 149.73 152.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153.80 152.35 1.45 0.9% 0.41 0.3% 94% True False 54,248
10 153.80 151.72 2.08 1.4% 0.46 0.3% 96% True False 35,589
20 153.80 151.35 2.45 1.6% 0.46 0.3% 97% True False 19,920
40 153.80 150.16 3.64 2.4% 0.56 0.4% 98% True False 11,323
60 153.80 148.17 5.63 3.7% 0.53 0.3% 99% True False 7,639
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.05
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 155.88
2.618 155.08
1.618 154.59
1.000 154.29
0.618 154.10
HIGH 153.80
0.618 153.61
0.500 153.56
0.382 153.50
LOW 153.31
0.618 153.01
1.000 152.82
1.618 152.52
2.618 152.03
4.250 151.23
Fisher Pivots for day following 27-Nov-2014
Pivot 1 day 3 day
R1 153.67 153.58
PP 153.61 153.43
S1 153.56 153.29

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

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