Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 153.34 153.23 -0.11 -0.1% 153.06
High 153.65 153.84 0.19 0.1% 154.48
Low 152.64 153.22 0.58 0.4% 152.64
Close 153.24 153.65 0.41 0.3% 153.65
Range 1.01 0.62 -0.39 -38.6% 1.84
ATR 1.12 1.09 -0.04 -3.2% 0.00
Volume 59,408 32,661 -26,747 -45.0% 208,300
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 155.43 155.16 153.99
R3 154.81 154.54 153.82
R2 154.19 154.19 153.76
R1 153.92 153.92 153.71 154.06
PP 153.57 153.57 153.57 153.64
S1 153.30 153.30 153.59 153.44
S2 152.95 152.95 153.54
S3 152.33 152.68 153.48
S4 151.71 152.06 153.31
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 159.11 158.22 154.66
R3 157.27 156.38 154.16
R2 155.43 155.43 153.99
R1 154.54 154.54 153.82 154.99
PP 153.59 153.59 153.59 153.81
S1 152.70 152.70 153.48 153.15
S2 151.75 151.75 153.31
S3 149.91 150.86 153.14
S4 148.07 149.02 152.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.48 152.64 1.84 1.2% 0.87 0.6% 55% False False 41,660
10 154.73 151.51 3.22 2.1% 1.16 0.8% 66% False False 32,172
20 159.50 151.00 8.50 5.5% 1.23 0.8% 31% False False 22,429
40 160.60 151.00 9.60 6.2% 0.79 0.5% 28% False False 12,017
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 156.48
2.618 155.46
1.618 154.84
1.000 154.46
0.618 154.22
HIGH 153.84
0.618 153.60
0.500 153.53
0.382 153.46
LOW 153.22
0.618 152.84
1.000 152.60
1.618 152.22
2.618 151.60
4.250 150.59
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 153.61 153.56
PP 153.57 153.48
S1 153.53 153.39

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

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