Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 152.50 153.45 0.95 0.6% 152.53
High 154.05 154.24 0.19 0.1% 152.91
Low 152.27 153.10 0.83 0.5% 150.46
Close 153.90 153.22 -0.68 -0.4% 151.04
Range 1.78 1.14 -0.64 -36.0% 2.45
ATR 1.40 1.38 -0.02 -1.3% 0.00
Volume 814,823 533,859 -280,964 -34.5% 2,633,982
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 156.94 156.22 153.85
R3 155.80 155.08 153.53
R2 154.66 154.66 153.43
R1 153.94 153.94 153.32 153.73
PP 153.52 153.52 153.52 153.42
S1 152.80 152.80 153.12 152.59
S2 152.38 152.38 153.01
S3 151.24 151.66 152.91
S4 150.10 150.52 152.59
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
5 154.24 150.46 3.78 2.5% 1.24 0.8% 73% True False 652,100
10 154.24 149.86 4.38 2.9% 1.22 0.8% 77% True False 689,624
20 154.24 148.23 6.01 3.9% 1.23 0.8% 83% True False 703,281
40 155.44 148.23 7.21 4.7% 1.24 0.8% 69% False False 520,920
60 160.60 148.23 12.37 8.1% 1.14 0.7% 40% False False 350,006
80 160.60 148.23 12.37 8.1% 0.94 0.6% 40% False False 262,748
Crabel Price Patterns
NR True
NR4 False
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 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 159.09
2.618 157.22
1.618 156.08
1.000 155.38
0.618 154.94
HIGH 154.24
0.618 153.80
0.500 153.67
0.382 153.54
LOW 153.10
0.618 152.40
1.000 151.96
1.618 151.26
2.618 150.12
4.250 148.26
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 153.67 153.19
PP 153.52 153.16
S1 153.37 153.14

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

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