Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 07-Jul-2015

Day Change Summary
	Previous	Current
	06-Jul-2015	07-Jul-2015	Change	Change %	Previous Week
Open	153.13	152.58	-0.55	-0.4%	152.02
High	153.13	154.21	1.08	0.7%	152.87
Low	152.15	152.55	0.40	0.3%	150.52
Close	152.25	154.09	1.84	1.2%	151.85
Range	0.98	1.66	0.68	69.4%	2.35
ATR	1.16	1.22	0.06	4.9%	0.00
Volume	1,277	3,905	2,628	205.8%	4,235

Daily Pivots for day following 07-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	158.60	158.00	155.00
R3	156.94	156.34	154.55
R2	155.28	155.28	154.39
R1	154.68	154.68	154.24	154.98
PP	153.62	153.62	153.62	153.77
S1	153.02	153.02	153.94	153.32
S2	151.96	151.96	153.79
S3	150.30	151.36	153.63
S4	148.64	149.70	153.18

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	158.80	157.67	153.14
R3	156.45	155.32	152.50
R2	154.10	154.10	152.28
R1	152.97	152.97	152.07	152.36
PP	151.75	151.75	151.75	151.44
S1	150.62	150.62	151.63	150.01
S2	149.40	149.40	151.42
S3	147.05	148.27	151.20
S4	144.70	145.92	150.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154.21	150.52	3.69	2.4%	1.01	0.7%	97%	True	False	1,705
10	154.21	149.89	4.32	2.8%	1.00	0.7%	97%	True	False	1,001
20	154.21	148.78	5.43	3.5%	0.94	0.6%	98%	True	False	798

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	0.12
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	161.27
2.618	158.56
1.618	156.90
1.000	155.87
0.618	155.24
HIGH	154.21
0.618	153.58
0.500	153.38
0.382	153.18
LOW	152.55
0.618	151.52
1.000	150.89
1.618	149.86
2.618	148.20
4.250	145.50

Fisher Pivots for day following 07-Jul-2015
Pivot	1 day	3 day
R1	153.85	153.65
PP	153.62	153.20
S1	153.38	152.76

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols