Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 151.76 152.80 1.04 0.7% 154.44
High 152.72 153.53 0.81 0.5% 154.73
Low 151.57 152.68 1.11 0.7% 151.51
Close 152.30 153.21 0.91 0.6% 153.21
Range 1.15 0.85 -0.30 -26.1% 3.22
ATR 1.18 1.19 0.00 0.3% 0.00
Volume 12,770 13,639 869 6.8% 113,428
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 155.69 155.30 153.68
R3 154.84 154.45 153.44
R2 153.99 153.99 153.37
R1 153.60 153.60 153.29 153.80
PP 153.14 153.14 153.14 153.24
S1 152.75 152.75 153.13 152.95
S2 152.29 152.29 153.05
S3 151.44 151.90 152.98
S4 150.59 151.05 152.74
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 162.81 161.23 154.98
R3 159.59 158.01 154.10
R2 156.37 156.37 153.80
R1 154.79 154.79 153.51 153.97
PP 153.15 153.15 153.15 152.74
S1 151.57 151.57 152.91 150.75
S2 149.93 149.93 152.62
S3 146.71 148.35 152.32
S4 143.49 145.13 151.44
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% 1.45 0.9% 53% False False 22,685
10 156.60 151.00 5.60 3.7% 1.60 1.0% 39% False False 21,761
20 160.60 151.00 9.60 6.3% 1.15 0.7% 23% False False 12,902
40 160.60 151.00 9.60 6.3% 0.74 0.5% 23% False False 7,009
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 0.39
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 157.14
2.618 155.76
1.618 154.91
1.000 154.38
0.618 154.06
HIGH 153.53
0.618 153.21
0.500 153.11
0.382 153.00
LOW 152.68
0.618 152.15
1.000 151.83
1.618 151.30
2.618 150.45
4.250 149.07
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 153.18 153.03
PP 153.14 152.84
S1 153.11 152.66

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

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