Euro Bund Future September 2015

Trading Metrics calculated at close of trading on 18-Aug-2015

Day Change Summary
	Previous	Current
	17-Aug-2015	18-Aug-2015	Change	Change %	Previous Week
Open	154.78	154.99	0.21	0.1%	154.43
High	155.09	155.28	0.19	0.1%	155.48
Low	154.52	154.57	0.05	0.0%	153.86
Close	154.98	154.82	-0.16	-0.1%	154.66
Range	0.57	0.71	0.14	24.6%	1.62
ATR	0.91	0.89	-0.01	-1.6%	0.00
Volume	420,899	447,607	26,708	6.3%	2,147,873

Daily Pivots for day following 18-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	157.02	156.63	155.21
R3	156.31	155.92	155.02
R2	155.60	155.60	154.95
R1	155.21	155.21	154.89	155.05
PP	154.89	154.89	154.89	154.81
S1	154.50	154.50	154.75	154.34
S2	154.18	154.18	154.69
S3	153.47	153.79	154.62
S4	152.76	153.08	154.43

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	154.52	0.96	0.6%	0.63	0.4%	31%	False	False	404,451
10	155.48	152.91	2.57	1.7%	0.78	0.5%	74%	False	False	419,484
20	155.48	152.67	2.81	1.8%	0.74	0.5%	77%	False	False	443,240
40	155.48	149.49	5.99	3.9%	0.95	0.6%	89%	False	False	531,970
60	155.48	148.23	7.25	4.7%	1.08	0.7%	91%	False	False	571,919
80	159.50	148.23	11.27	7.3%	1.12	0.7%	58%	False	False	434,546
100	160.60	148.23	12.37	8.0%	0.96	0.6%	53%	False	False	347,958

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	158.30
2.618	157.14
1.618	156.43
1.000	155.99
0.618	155.72
HIGH	155.28
0.618	155.01
0.500	154.93
0.382	154.84
LOW	154.57
0.618	154.13
1.000	153.86
1.618	153.42
2.618	152.71
4.250	151.55

Fisher Pivots for day following 18-Aug-2015
Pivot	1 day	3 day
R1	154.93	154.90
PP	154.89	154.87
S1	154.86	154.85

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