Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 152.40 152.01 -0.39 -0.3% 151.75
High 152.56 152.22 -0.34 -0.2% 151.79
Low 151.48 151.10 -0.38 -0.3% 149.86
Close 152.00 151.56 -0.44 -0.3% 150.19
Range 1.08 1.12 0.04 3.7% 1.93
ATR 1.32 1.31 -0.01 -1.1% 0.00
Volume 721,060 691,020 -30,040 -4.2% 3,366,646
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 154.99 154.39 152.18
R3 153.87 153.27 151.87
R2 152.75 152.75 151.77
R1 152.15 152.15 151.66 151.89
PP 151.63 151.63 151.63 151.50
S1 151.03 151.03 151.46 150.77
S2 150.51 150.51 151.35
S3 149.39 149.91 151.25
S4 148.27 148.79 150.94
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% 1.24 0.8% 56% False False 735,327
10 152.91 149.86 3.05 2.0% 1.22 0.8% 56% False False 695,006
20 152.91 148.23 4.68 3.1% 1.29 0.8% 71% False False 726,291
40 155.44 148.23 7.21 4.8% 1.30 0.9% 46% False False 458,825
60 160.60 148.23 12.37 8.2% 1.07 0.7% 27% False False 307,220
80 160.60 148.23 12.37 8.2% 0.91 0.6% 27% False False 230,635
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156.98
2.618 155.15
1.618 154.03
1.000 153.34
0.618 152.91
HIGH 152.22
0.618 151.79
0.500 151.66
0.382 151.53
LOW 151.10
0.618 150.41
1.000 149.98
1.618 149.29
2.618 148.17
4.250 146.34
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 151.66 152.01
PP 151.63 151.86
S1 151.59 151.71

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

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