Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 154.35 154.57 0.22 0.1% 153.06
High 154.79 154.89 0.10 0.1% 154.48
Low 154.01 154.47 0.46 0.3% 152.64
Close 154.37 154.56 0.19 0.1% 153.65
Range 0.78 0.42 -0.36 -46.2% 1.84
ATR 1.06 1.02 -0.04 -3.6% 0.00
Volume 62,856 62,856 0 0.0% 208,300
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 155.90 155.65 154.79
R3 155.48 155.23 154.68
R2 155.06 155.06 154.64
R1 154.81 154.81 154.60 154.73
PP 154.64 154.64 154.64 154.60
S1 154.39 154.39 154.52 154.31
S2 154.22 154.22 154.48
S3 153.80 153.97 154.44
S4 153.38 153.55 154.33
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
5 154.89 152.64 2.25 1.5% 0.74 0.5% 85% True False 61,431
10 154.89 151.57 3.32 2.1% 0.84 0.5% 90% True False 44,979
20 159.15 151.00 8.15 5.3% 1.28 0.8% 44% False False 32,910
40 160.60 151.00 9.60 6.2% 0.83 0.5% 37% False False 17,251
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 156.68
2.618 155.99
1.618 155.57
1.000 155.31
0.618 155.15
HIGH 154.89
0.618 154.73
0.500 154.68
0.382 154.63
LOW 154.47
0.618 154.21
1.000 154.05
1.618 153.79
2.618 153.37
4.250 152.69
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 154.68 154.48
PP 154.64 154.39
S1 154.60 154.31

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

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