Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 153.20 153.64 0.44 0.3% 154.44
High 154.48 154.14 -0.34 -0.2% 154.73
Low 153.19 153.28 0.09 0.1% 151.51
Close 153.58 153.36 -0.22 -0.1% 153.21
Range 1.29 0.86 -0.43 -33.3% 3.22
ATR 1.15 1.13 -0.02 -1.8% 0.00
Volume 44,477 52,824 8,347 18.8% 113,428
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 156.17 155.63 153.83
R3 155.31 154.77 153.60
R2 154.45 154.45 153.52
R1 153.91 153.91 153.44 153.75
PP 153.59 153.59 153.59 153.52
S1 153.05 153.05 153.28 152.89
S2 152.73 152.73 153.20
S3 151.87 152.19 153.12
S4 151.01 151.33 152.89
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
5 154.48 151.57 2.91 1.9% 0.94 0.6% 62% False False 28,528
10 154.73 151.00 3.73 2.4% 1.45 0.9% 63% False False 28,248
20 160.13 151.00 9.13 6.0% 1.23 0.8% 26% False False 18,539
40 160.60 151.00 9.60 6.3% 0.76 0.5% 25% False False 9,840
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157.80
2.618 156.39
1.618 155.53
1.000 155.00
0.618 154.67
HIGH 154.14
0.618 153.81
0.500 153.71
0.382 153.61
LOW 153.28
0.618 152.75
1.000 152.42
1.618 151.89
2.618 151.03
4.250 149.63
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 153.71 153.69
PP 153.59 153.58
S1 153.48 153.47

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

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