Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 150.67 149.41 -1.26 -0.8% 155.09
High 150.83 149.64 -1.19 -0.8% 155.44
Low 149.34 148.23 -1.11 -0.7% 148.87
Close 149.41 148.98 -0.43 -0.3% 151.08
Range 1.49 1.41 -0.08 -5.4% 6.57
ATR 1.32 1.33 0.01 0.5% 0.00
Volume 759,370 869,586 110,216 14.5% 4,406,620
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 153.18 152.49 149.76
R3 151.77 151.08 149.37
R2 150.36 150.36 149.24
R1 149.67 149.67 149.11 149.31
PP 148.95 148.95 148.95 148.77
S1 148.26 148.26 148.85 147.90
S2 147.54 147.54 148.72
S3 146.13 146.85 148.59
S4 144.72 145.44 148.20
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 171.51 167.86 154.69
R3 164.94 161.29 152.89
R2 158.37 158.37 152.28
R1 154.72 154.72 151.68 153.26
PP 151.80 151.80 151.80 151.07
S1 148.15 148.15 150.48 146.69
S2 145.23 145.23 149.88
S3 138.66 141.58 149.27
S4 132.09 135.01 147.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.28 148.23 3.05 2.0% 1.52 1.0% 25% False True 779,856
10 155.44 148.23 7.21 4.8% 1.50 1.0% 10% False True 718,271
20 155.44 148.23 7.21 4.8% 1.26 0.8% 10% False True 380,456
40 160.60 148.23 12.37 8.3% 1.12 0.8% 6% False True 195,101
60 160.60 148.23 12.37 8.3% 0.85 0.6% 6% False True 130,397
Crabel Price Patterns
NR True
NR4 False
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155.63
2.618 153.33
1.618 151.92
1.000 151.05
0.618 150.51
HIGH 149.64
0.618 149.10
0.500 148.94
0.382 148.77
LOW 148.23
0.618 147.36
1.000 146.82
1.618 145.95
2.618 144.54
4.250 142.24
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 148.97 149.74
PP 148.95 149.48
S1 148.94 149.23

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

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