Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 153.00 153.00 0.00 0.0% 151.20
High 153.32 153.30 -0.02 0.0% 152.88
Low 152.50 152.67 0.17 0.1% 149.49
Close 152.75 153.21 0.46 0.3% 152.65
Range 0.82 0.63 -0.19 -23.2% 3.39
ATR 1.27 1.23 -0.05 -3.6% 0.00
Volume 397,914 384,258 -13,656 -3.4% 2,490,231
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 154.95 154.71 153.56
R3 154.32 154.08 153.38
R2 153.69 153.69 153.33
R1 153.45 153.45 153.27 153.57
PP 153.06 153.06 153.06 153.12
S1 152.82 152.82 153.15 152.94
S2 152.43 152.43 153.09
S3 151.80 152.19 153.04
S4 151.17 151.56 152.86
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
5 153.33 151.61 1.72 1.1% 0.79 0.5% 93% False False 414,392
10 153.40 149.49 3.91 2.6% 1.09 0.7% 95% False False 530,362
20 154.24 149.49 4.75 3.1% 1.16 0.8% 78% False False 609,993
40 155.44 148.23 7.21 4.7% 1.24 0.8% 69% False False 643,630
60 159.50 148.23 11.27 7.4% 1.25 0.8% 44% False False 438,044
80 160.60 148.23 12.37 8.1% 1.03 0.7% 40% False False 328,920
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 155.98
2.618 154.95
1.618 154.32
1.000 153.93
0.618 153.69
HIGH 153.30
0.618 153.06
0.500 152.99
0.382 152.91
LOW 152.67
0.618 152.28
1.000 152.04
1.618 151.65
2.618 151.02
4.250 149.99
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 153.14 153.10
PP 153.06 152.99
S1 152.99 152.88

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

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