Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 153.04 152.72 -0.32 -0.2% 153.84
High 153.17 153.70 0.53 0.3% 153.86
Low 152.50 152.59 0.09 0.1% 152.50
Close 152.68 153.49 0.81 0.5% 152.68
Range 0.67 1.11 0.44 65.7% 1.36
ATR 0.53 0.58 0.04 7.7% 0.00
Volume 622,808 760,944 138,136 22.2% 3,386,486
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 156.59 156.15 154.10
R3 155.48 155.04 153.80
R2 154.37 154.37 153.69
R1 153.93 153.93 153.59 154.15
PP 153.26 153.26 153.26 153.37
S1 152.82 152.82 153.39 153.04
S2 152.15 152.15 153.29
S3 151.04 151.71 153.18
S4 149.93 150.60 152.88
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 157.09 156.25 153.43
R3 155.73 154.89 153.05
R2 154.37 154.37 152.93
R1 153.53 153.53 152.80 153.27
PP 153.01 153.01 153.01 152.89
S1 152.17 152.17 152.56 151.91
S2 151.65 151.65 152.43
S3 150.29 150.81 152.31
S4 148.93 149.45 151.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153.70 152.50 1.20 0.8% 0.66 0.4% 83% True False 741,511
10 153.86 152.50 1.36 0.9% 0.57 0.4% 73% False False 462,249
20 153.86 151.72 2.14 1.4% 0.51 0.3% 83% False False 238,905
40 153.86 150.77 3.09 2.0% 0.59 0.4% 88% False False 121,042
60 153.86 148.17 5.69 3.7% 0.55 0.4% 93% False False 80,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 158.42
2.618 156.61
1.618 155.50
1.000 154.81
0.618 154.39
HIGH 153.70
0.618 153.28
0.500 153.15
0.382 153.01
LOW 152.59
0.618 151.90
1.000 151.48
1.618 150.79
2.618 149.68
4.250 147.87
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 153.38 153.36
PP 153.26 153.23
S1 153.15 153.10

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

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