Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 149.41 149.04 -0.37 -0.2% 155.09
High 149.64 150.76 1.12 0.7% 155.44
Low 148.23 148.66 0.43 0.3% 148.87
Close 148.98 150.39 1.41 0.9% 151.08
Range 1.41 2.10 0.69 48.9% 6.57
ATR 1.33 1.38 0.06 4.2% 0.00
Volume 869,586 869,586 0 0.0% 4,406,620
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 156.24 155.41 151.55
R3 154.14 153.31 150.97
R2 152.04 152.04 150.78
R1 151.21 151.21 150.58 151.63
PP 149.94 149.94 149.94 150.14
S1 149.11 149.11 150.20 149.53
S2 147.84 147.84 150.01
S3 145.74 147.01 149.81
S4 143.64 144.91 149.24
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
5 151.24 148.23 3.01 2.0% 1.46 1.0% 72% False False 761,471
10 155.44 148.23 7.21 4.8% 1.66 1.1% 30% False False 798,944
20 155.44 148.23 7.21 4.8% 1.25 0.8% 30% False False 421,962
40 160.60 148.23 12.37 8.2% 1.17 0.8% 17% False False 216,820
60 160.60 148.23 12.37 8.2% 0.88 0.6% 17% False False 144,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 159.69
2.618 156.26
1.618 154.16
1.000 152.86
0.618 152.06
HIGH 150.76
0.618 149.96
0.500 149.71
0.382 149.46
LOW 148.66
0.618 147.36
1.000 146.56
1.618 145.26
2.618 143.16
4.250 139.74
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 150.16 150.10
PP 149.94 149.82
S1 149.71 149.53

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

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