Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 23-Jun-2015
Day Change Summary
Previous Current
22-Jun-2015 23-Jun-2015 Change Change % Previous Week
Open 151.75 150.36 -1.39 -0.9% 151.38
High 151.79 150.85 -0.94 -0.6% 152.47
Low 150.29 150.02 -0.27 -0.2% 150.60
Close 150.36 150.69 0.33 0.2% 152.04
Range 1.50 0.83 -0.67 -44.7% 1.87
ATR 1.31 1.28 -0.03 -2.6% 0.00
Volume 669,460 598,425 -71,035 -10.6% 3,490,202
Daily Pivots for day following 23-Jun-2015
Classic Woodie Camarilla DeMark
R4 153.01 152.68 151.15
R3 152.18 151.85 150.92
R2 151.35 151.35 150.84
R1 151.02 151.02 150.77 151.19
PP 150.52 150.52 150.52 150.60
S1 150.19 150.19 150.61 150.36
S2 149.69 149.69 150.54
S3 148.86 149.36 150.46
S4 148.03 148.53 150.23
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 157.31 156.55 153.07
R3 155.44 154.68 152.55
R2 153.57 153.57 152.38
R1 152.81 152.81 152.21 153.19
PP 151.70 151.70 151.70 151.90
S1 150.94 150.94 151.87 151.32
S2 149.83 149.83 151.70
S3 147.96 149.07 151.53
S4 146.09 147.20 151.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152.47 150.02 2.45 1.6% 1.14 0.8% 27% False True 677,323
10 152.47 148.23 4.24 2.8% 1.24 0.8% 58% False False 716,937
20 155.44 148.23 7.21 4.8% 1.33 0.9% 34% False False 677,268
40 159.50 148.23 11.27 7.5% 1.29 0.9% 22% False False 352,069
60 160.60 148.23 12.37 8.2% 0.98 0.7% 20% False False 235,229
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
4.250 154.38
2.618 153.02
1.618 152.19
1.000 151.68
0.618 151.36
HIGH 150.85
0.618 150.53
0.500 150.44
0.382 150.34
LOW 150.02
0.618 149.51
1.000 149.19
1.618 148.68
2.618 147.85
4.250 146.49
Fisher Pivots for day following 23-Jun-2015
Pivot 1 day 3 day
R1 150.61 151.12
PP 150.52 150.98
S1 150.44 150.83

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

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