Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 153.45 153.95 0.50 0.3% 152.64
High 153.94 154.21 0.27 0.2% 153.94
Low 153.35 153.69 0.34 0.2% 152.42
Close 153.85 153.90 0.05 0.0% 153.85
Range 0.59 0.52 -0.07 -11.9% 1.52
ATR 1.14 1.10 -0.04 -3.9% 0.00
Volume 394,083 435,610 41,527 10.5% 2,072,970
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 155.49 155.22 154.19
R3 154.97 154.70 154.04
R2 154.45 154.45 154.00
R1 154.18 154.18 153.95 154.06
PP 153.93 153.93 153.93 153.87
S1 153.66 153.66 153.85 153.54
S2 153.41 153.41 153.80
S3 152.89 153.14 153.76
S4 152.37 152.62 153.61
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 157.96 157.43 154.69
R3 156.44 155.91 154.27
R2 154.92 154.92 154.13
R1 154.39 154.39 153.99 154.66
PP 153.40 153.40 153.40 153.54
S1 152.87 152.87 153.71 153.14
S2 151.88 151.88 153.57
S3 150.36 151.35 153.43
S4 148.84 149.83 153.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.21 152.50 1.71 1.1% 0.60 0.4% 82% True False 408,703
10 154.21 150.94 3.27 2.1% 0.77 0.5% 91% True False 451,696
20 154.24 149.49 4.75 3.1% 1.07 0.7% 93% False False 568,122
40 155.44 148.23 7.21 4.7% 1.24 0.8% 79% False False 663,898
60 157.80 148.23 9.57 6.2% 1.23 0.8% 59% False False 458,870
80 160.60 148.23 12.37 8.0% 1.04 0.7% 46% False False 344,620
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156.42
2.618 155.57
1.618 155.05
1.000 154.73
0.618 154.53
HIGH 154.21
0.618 154.01
0.500 153.95
0.382 153.89
LOW 153.69
0.618 153.37
1.000 153.17
1.618 152.85
2.618 152.33
4.250 151.48
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 153.95 153.81
PP 153.93 153.71
S1 153.92 153.62

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

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