Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 151.03 152.53 1.50 1.0% 151.75
High 151.10 152.91 1.81 1.2% 151.79
Low 149.86 151.13 1.27 0.8% 149.86
Close 150.19 151.77 1.58 1.1% 150.19
Range 1.24 1.78 0.54 43.5% 1.93
ATR 1.24 1.34 0.11 8.6% 0.00
Volume 857,855 815,924 -41,931 -4.9% 3,366,646
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 157.28 156.30 152.75
R3 155.50 154.52 152.26
R2 153.72 153.72 152.10
R1 152.74 152.74 151.93 152.34
PP 151.94 151.94 151.94 151.74
S1 150.96 150.96 151.61 150.56
S2 150.16 150.16 151.44
S3 148.38 149.18 151.28
S4 146.60 147.40 150.79
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 156.40 155.23 151.25
R3 154.47 153.30 150.72
R2 152.54 152.54 150.54
R1 151.37 151.37 150.37 150.99
PP 150.61 150.61 150.61 150.43
S1 149.44 149.44 150.01 149.06
S2 148.68 148.68 149.84
S3 146.75 147.51 149.66
S4 144.82 145.58 149.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152.91 149.86 3.05 2.0% 1.16 0.8% 63% True False 702,622
10 152.91 149.86 3.05 2.0% 1.16 0.8% 63% True False 688,565
20 154.57 148.23 6.34 4.2% 1.43 0.9% 56% False False 762,978
40 156.60 148.23 8.37 5.5% 1.32 0.9% 42% False False 424,383
60 160.60 148.23 12.37 8.2% 1.05 0.7% 29% False False 283,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 160.48
2.618 157.57
1.618 155.79
1.000 154.69
0.618 154.01
HIGH 152.91
0.618 152.23
0.500 152.02
0.382 151.81
LOW 151.13
0.618 150.03
1.000 149.35
1.618 148.25
2.618 146.47
4.250 143.57
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 152.02 151.64
PP 151.94 151.51
S1 151.85 151.39

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

View Archives - Comment on this page... - Back to Index of Symbols