Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 154.97 154.78 -0.19 -0.1% 154.43
High 155.15 155.09 -0.06 0.0% 155.48
Low 154.54 154.52 -0.02 0.0% 153.86
Close 154.66 154.98 0.32 0.2% 154.66
Range 0.61 0.57 -0.04 -6.6% 1.62
ATR 0.93 0.91 -0.03 -2.8% 0.00
Volume 347,947 420,899 72,952 21.0% 2,147,873
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 156.57 156.35 155.29
R3 156.00 155.78 155.14
R2 155.43 155.43 155.08
R1 155.21 155.21 155.03 155.32
PP 154.86 154.86 154.86 154.92
S1 154.64 154.64 154.93 154.75
S2 154.29 154.29 154.88
S3 153.72 154.07 154.82
S4 153.15 153.50 154.67
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 159.53 158.71 155.55
R3 157.91 157.09 155.11
R2 156.29 156.29 154.96
R1 155.47 155.47 154.81 155.88
PP 154.67 154.67 154.67 154.87
S1 153.85 153.85 154.51 154.26
S2 153.05 153.05 154.36
S3 151.43 152.23 154.21
S4 149.81 150.61 153.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.48 154.14 1.34 0.9% 0.66 0.4% 63% False False 414,342
10 155.48 152.91 2.57 1.7% 0.80 0.5% 81% False False 440,398
20 155.48 152.50 2.98 1.9% 0.75 0.5% 83% False False 440,755
40 155.48 149.49 5.99 3.9% 0.97 0.6% 92% False False 537,517
60 155.48 148.23 7.25 4.7% 1.08 0.7% 93% False False 565,003
80 159.54 148.23 11.31 7.3% 1.12 0.7% 60% False False 429,065
100 160.60 148.23 12.37 8.0% 0.96 0.6% 55% False False 343,494
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 157.51
2.618 156.58
1.618 156.01
1.000 155.66
0.618 155.44
HIGH 155.09
0.618 154.87
0.500 154.81
0.382 154.74
LOW 154.52
0.618 154.17
1.000 153.95
1.618 153.60
2.618 153.03
4.250 152.10
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 154.92 154.93
PP 154.86 154.88
S1 154.81 154.84

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

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