Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 151.20 151.10 -0.10 -0.1% 153.18
High 151.34 151.75 0.41 0.3% 154.24
Low 149.49 150.94 1.45 1.0% 150.34
Close 151.12 151.38 0.26 0.2% 150.70
Range 1.85 0.81 -1.04 -56.2% 3.90
ATR 1.46 1.42 -0.05 -3.2% 0.00
Volume 481,850 608,202 126,352 26.2% 3,729,659
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 153.79 153.39 151.83
R3 152.98 152.58 151.60
R2 152.17 152.17 151.53
R1 151.77 151.77 151.45 151.97
PP 151.36 151.36 151.36 151.46
S1 150.96 150.96 151.31 151.16
S2 150.55 150.55 151.23
S3 149.74 150.15 151.16
S4 148.93 149.34 150.93
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 163.46 160.98 152.85
R3 159.56 157.08 151.77
R2 155.66 155.66 151.42
R1 153.18 153.18 151.06 152.47
PP 151.76 151.76 151.76 151.41
S1 149.28 149.28 150.34 148.57
S2 147.86 147.86 149.99
S3 143.96 145.38 149.63
S4 140.06 141.48 148.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.24 149.49 4.75 3.1% 1.33 0.9% 40% False False 638,013
10 154.24 149.49 4.75 3.1% 1.28 0.8% 40% False False 663,776
20 154.24 149.49 4.75 3.1% 1.22 0.8% 40% False False 676,171
40 155.44 148.23 7.21 4.8% 1.24 0.8% 44% False False 584,887
60 160.60 148.23 12.37 8.2% 1.21 0.8% 25% False False 394,225
80 160.60 148.23 12.37 8.2% 0.99 0.7% 25% False False 295,948
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.16
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 155.19
2.618 153.87
1.618 153.06
1.000 152.56
0.618 152.25
HIGH 151.75
0.618 151.44
0.500 151.35
0.382 151.25
LOW 150.94
0.618 150.44
1.000 150.13
1.618 149.63
2.618 148.82
4.250 147.50
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 151.37 151.18
PP 151.36 150.99
S1 151.35 150.79

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

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