Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 152.64 153.00 0.36 0.2% 151.20
High 153.33 153.32 -0.01 0.0% 152.88
Low 152.42 152.50 0.08 0.1% 149.49
Close 152.90 152.75 -0.15 -0.1% 152.65
Range 0.91 0.82 -0.09 -9.9% 3.39
ATR 1.31 1.27 -0.03 -2.7% 0.00
Volume 465,064 397,914 -67,150 -14.4% 2,490,231
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 155.32 154.85 153.20
R3 154.50 154.03 152.98
R2 153.68 153.68 152.90
R1 153.21 153.21 152.83 153.04
PP 152.86 152.86 152.86 152.77
S1 152.39 152.39 152.67 152.22
S2 152.04 152.04 152.60
S3 151.22 151.57 152.52
S4 150.40 150.75 152.30
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 161.84 160.64 154.51
R3 158.45 157.25 153.58
R2 155.06 155.06 153.27
R1 153.86 153.86 152.96 154.46
PP 151.67 151.67 151.67 151.98
S1 150.47 150.47 152.34 151.07
S2 148.28 148.28 152.03
S3 144.89 147.08 151.72
S4 141.50 143.69 150.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153.33 151.30 2.03 1.3% 0.94 0.6% 71% False False 452,631
10 154.24 149.49 4.75 3.1% 1.14 0.7% 69% False False 545,322
20 154.24 149.49 4.75 3.1% 1.17 0.8% 69% False False 620,701
40 155.44 148.23 7.21 4.7% 1.25 0.8% 63% False False 636,258
60 159.50 148.23 11.27 7.4% 1.24 0.8% 40% False False 431,648
80 160.60 148.23 12.37 8.1% 1.02 0.7% 37% False False 324,138
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156.81
2.618 155.47
1.618 154.65
1.000 154.14
0.618 153.83
HIGH 153.32
0.618 153.01
0.500 152.91
0.382 152.81
LOW 152.50
0.618 151.99
1.000 151.68
1.618 151.17
2.618 150.35
4.250 149.02
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 152.91 152.78
PP 152.86 152.77
S1 152.80 152.76

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

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