Euro Bund Future September 2015

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	155.24	154.78	-0.46	-0.3%	154.39
High	155.48	155.13	-0.35	-0.2%	155.09
Low	154.81	154.54	-0.27	-0.2%	152.91
Close	155.29	154.92	-0.37	-0.2%	154.43
Range	0.67	0.59	-0.08	-11.9%	2.18
ATR	0.97	0.96	-0.02	-1.6%	0.00
Volume	463,769	342,037	-121,732	-26.2%	2,314,574

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	156.63	156.37	155.24
R3	156.04	155.78	155.08
R2	155.45	155.45	155.03
R1	155.19	155.19	154.97	155.32
PP	154.86	154.86	154.86	154.93
S1	154.60	154.60	154.87	154.73
S2	154.27	154.27	154.81
S3	153.68	154.01	154.76
S4	153.09	153.42	154.60

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.68	159.74	155.63
R3	158.50	157.56	155.03
R2	156.32	156.32	154.83
R1	155.38	155.38	154.63	155.85
PP	154.14	154.14	154.14	154.38
S1	153.20	153.20	154.23	153.67
S2	151.96	151.96	154.03
S3	149.78	151.02	153.83
S4	147.60	148.84	153.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155.48	153.57	1.91	1.2%	0.74	0.5%	71%	False	False	414,796
10	155.48	152.91	2.57	1.7%	0.85	0.5%	78%	False	False	445,937
20	155.48	152.22	3.26	2.1%	0.77	0.5%	83%	False	False	445,609
40	155.48	149.49	5.99	3.9%	1.01	0.7%	91%	False	False	552,181
60	155.48	148.23	7.25	4.7%	1.09	0.7%	92%	False	False	554,059
80	160.38	148.23	12.15	7.8%	1.12	0.7%	55%	False	False	419,553
100	160.60	148.23	12.37	8.0%	0.95	0.6%	54%	False	False	335,844

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 3 trading days

Fibonacci Retracements and Extensions
4.250	157.64
2.618	156.67
1.618	156.08
1.000	155.72
0.618	155.49
HIGH	155.13
0.618	154.90
0.500	154.84
0.382	154.77
LOW	154.54
0.618	154.18
1.000	153.95
1.618	153.59
2.618	153.00
4.250	152.03

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	154.89	154.88
PP	154.86	154.85
S1	154.84	154.81

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols