Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 150.91 151.38 0.47 0.3% 150.82
High 151.30 151.83 0.53 0.4% 151.30
Low 149.93 151.00 1.07 0.7% 148.23
Close 151.04 151.27 0.23 0.2% 151.04
Range 1.37 0.83 -0.54 -39.4% 3.07
ATR 1.38 1.34 -0.04 -2.8% 0.00
Volume 672,117 787,121 115,004 17.1% 3,930,029
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 153.86 153.39 151.73
R3 153.03 152.56 151.50
R2 152.20 152.20 151.42
R1 151.73 151.73 151.35 151.55
PP 151.37 151.37 151.37 151.28
S1 150.90 150.90 151.19 150.72
S2 150.54 150.54 151.12
S3 149.71 150.07 151.04
S4 148.88 149.24 150.81
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 159.40 158.29 152.73
R3 156.33 155.22 151.88
R2 153.26 153.26 151.60
R1 152.15 152.15 151.32 152.71
PP 150.19 150.19 150.19 150.47
S1 149.08 149.08 150.76 149.64
S2 147.12 147.12 150.48
S3 144.05 146.01 150.20
S4 140.98 142.94 149.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.83 148.23 3.60 2.4% 1.44 1.0% 84% True False 791,556
10 154.57 148.23 6.34 4.2% 1.70 1.1% 48% False False 837,391
20 155.44 148.23 7.21 4.8% 1.26 0.8% 42% False False 493,603
40 160.60 148.23 12.37 8.2% 1.21 0.8% 25% False False 253,252
60 160.60 148.23 12.37 8.2% 0.91 0.6% 25% False False 169,207
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 155.36
2.618 154.00
1.618 153.17
1.000 152.66
0.618 152.34
HIGH 151.83
0.618 151.51
0.500 151.42
0.382 151.32
LOW 151.00
0.618 150.49
1.000 150.17
1.618 149.66
2.618 148.83
4.250 147.47
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 151.42 150.93
PP 151.37 150.59
S1 151.32 150.25

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

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