Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 154.44 152.84 -1.60 -1.0% 156.41
High 154.73 153.09 -1.64 -1.1% 156.60
Low 152.99 151.89 -1.10 -0.7% 151.00
Close 153.77 152.63 -1.14 -0.7% 154.43
Range 1.74 1.20 -0.54 -31.0% 5.60
ATR 1.04 1.10 0.06 5.8% 0.00
Volume 15,895 31,658 15,763 99.2% 104,189
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 156.14 155.58 153.29
R3 154.94 154.38 152.96
R2 153.74 153.74 152.85
R1 153.18 153.18 152.74 152.86
PP 152.54 152.54 152.54 152.38
S1 151.98 151.98 152.52 151.66
S2 151.34 151.34 152.41
S3 150.14 150.78 152.30
S4 148.94 149.58 151.97
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 170.81 168.22 157.51
R3 165.21 162.62 155.97
R2 159.61 159.61 155.46
R1 157.02 157.02 154.94 155.52
PP 154.01 154.01 154.01 153.26
S1 151.42 151.42 153.92 149.92
S2 148.41 148.41 153.40
S3 142.81 145.82 152.89
S4 137.21 140.22 151.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.73 151.00 3.73 2.4% 1.76 1.2% 44% False False 23,471
10 159.43 151.00 8.43 5.5% 1.51 1.0% 19% False False 17,135
20 160.60 151.00 9.60 6.3% 0.99 0.6% 17% False False 9,747
40 160.60 151.00 9.60 6.3% 0.65 0.4% 17% False False 5,368
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.28
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 158.19
2.618 156.23
1.618 155.03
1.000 154.29
0.618 153.83
HIGH 153.09
0.618 152.63
0.500 152.49
0.382 152.35
LOW 151.89
0.618 151.15
1.000 150.69
1.618 149.95
2.618 148.75
4.250 146.79
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 152.58 153.31
PP 152.54 153.08
S1 152.49 152.86

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

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