Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 07-Jul-2015
Day Change Summary
Previous Current
06-Jul-2015 07-Jul-2015 Change Change % Previous Week
Open 153.18 152.50 -0.68 -0.4% 152.53
High 153.35 154.05 0.70 0.5% 152.91
Low 152.03 152.27 0.24 0.2% 150.46
Close 152.17 153.90 1.73 1.1% 151.04
Range 1.32 1.78 0.46 34.8% 2.45
ATR 1.37 1.40 0.04 2.7% 0.00
Volume 814,823 814,823 0 0.0% 2,633,982
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 158.75 158.10 154.88
R3 156.97 156.32 154.39
R2 155.19 155.19 154.23
R1 154.54 154.54 154.06 154.87
PP 153.41 153.41 153.41 153.57
S1 152.76 152.76 153.74 153.09
S2 151.63 151.63 153.57
S3 149.85 150.98 153.41
S4 148.07 149.20 152.92
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 158.82 157.38 152.39
R3 156.37 154.93 151.71
R2 153.92 153.92 151.49
R1 152.48 152.48 151.26 151.98
PP 151.47 151.47 151.47 151.22
S1 150.03 150.03 150.82 149.53
S2 149.02 149.02 150.59
S3 146.57 147.58 150.37
S4 144.12 145.13 149.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.05 150.46 3.59 2.3% 1.23 0.8% 96% True False 689,540
10 154.05 149.86 4.19 2.7% 1.19 0.8% 96% True False 696,081
20 154.05 148.23 5.82 3.8% 1.25 0.8% 97% True False 714,556
40 155.44 148.23 7.21 4.7% 1.26 0.8% 79% False False 507,971
60 160.60 148.23 12.37 8.0% 1.12 0.7% 46% False False 341,133
80 160.60 148.23 12.37 8.0% 0.93 0.6% 46% False False 256,075
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 0.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 161.62
2.618 158.71
1.618 156.93
1.000 155.83
0.618 155.15
HIGH 154.05
0.618 153.37
0.500 153.16
0.382 152.95
LOW 152.27
0.618 151.17
1.000 150.49
1.618 149.39
2.618 147.61
4.250 144.71
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 153.65 153.35
PP 153.41 152.80
S1 153.16 152.26

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

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