Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 152.88 151.76 -1.12 -0.7% 156.41
High 153.80 152.72 -1.08 -0.7% 156.60
Low 151.51 151.57 0.06 0.0% 151.00
Close 152.32 152.30 -0.02 0.0% 154.43
Range 2.29 1.15 -1.14 -49.8% 5.60
ATR 1.19 1.18 0.00 -0.2% 0.00
Volume 39,466 12,770 -26,696 -67.6% 104,189
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 155.65 155.12 152.93
R3 154.50 153.97 152.62
R2 153.35 153.35 152.51
R1 152.82 152.82 152.41 153.09
PP 152.20 152.20 152.20 152.33
S1 151.67 151.67 152.19 151.94
S2 151.05 151.05 152.09
S3 149.90 150.52 151.98
S4 148.75 149.37 151.67
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
5 154.73 151.51 3.22 2.1% 1.57 1.0% 25% False False 24,098
10 157.80 151.00 6.80 4.5% 1.66 1.1% 19% False False 21,431
20 160.60 151.00 9.60 6.3% 1.12 0.7% 14% False False 12,257
40 160.60 151.00 9.60 6.3% 0.72 0.5% 14% False False 6,668
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 157.61
2.618 155.73
1.618 154.58
1.000 153.87
0.618 153.43
HIGH 152.72
0.618 152.28
0.500 152.15
0.382 152.01
LOW 151.57
0.618 150.86
1.000 150.42
1.618 149.71
2.618 148.56
4.250 146.68
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 152.25 152.66
PP 152.20 152.54
S1 152.15 152.42

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

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