Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 153.95 153.88 -0.07 0.0% 152.64
High 154.21 153.93 -0.28 -0.2% 153.94
Low 153.69 153.28 -0.41 -0.3% 152.42
Close 153.90 153.84 -0.06 0.0% 153.85
Range 0.52 0.65 0.13 25.0% 1.52
ATR 1.10 1.07 -0.03 -2.9% 0.00
Volume 435,610 346,108 -89,502 -20.5% 2,072,970
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 155.63 155.39 154.20
R3 154.98 154.74 154.02
R2 154.33 154.33 153.96
R1 154.09 154.09 153.90 153.89
PP 153.68 153.68 153.68 153.58
S1 153.44 153.44 153.78 153.24
S2 153.03 153.03 153.72
S3 152.38 152.79 153.66
S4 151.73 152.14 153.48
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
5 154.21 152.67 1.54 1.0% 0.57 0.4% 76% False False 398,342
10 154.21 151.30 2.91 1.9% 0.75 0.5% 87% False False 425,486
20 154.24 149.49 4.75 3.1% 1.02 0.7% 92% False False 544,631
40 154.57 148.23 6.34 4.1% 1.22 0.8% 88% False False 653,805
60 156.60 148.23 8.37 5.4% 1.22 0.8% 67% False False 464,466
80 160.60 148.23 12.37 8.0% 1.04 0.7% 45% False False 348,939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 156.69
2.618 155.63
1.618 154.98
1.000 154.58
0.618 154.33
HIGH 153.93
0.618 153.68
0.500 153.61
0.382 153.53
LOW 153.28
0.618 152.88
1.000 152.63
1.618 152.23
2.618 151.58
4.250 150.52
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 153.76 153.81
PP 153.68 153.78
S1 153.61 153.75

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

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