Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 155.45 155.87 0.42 0.3% 154.78
High 155.76 155.95 0.19 0.1% 155.95
Low 155.25 155.40 0.15 0.1% 154.52
Close 155.58 155.61 0.03 0.0% 155.61
Range 0.51 0.55 0.04 7.8% 1.43
ATR 0.90 0.87 -0.02 -2.8% 0.00
Volume 449,231 777,408 328,177 73.1% 2,640,051
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 157.30 157.01 155.91
R3 156.75 156.46 155.76
R2 156.20 156.20 155.71
R1 155.91 155.91 155.66 155.78
PP 155.65 155.65 155.65 155.59
S1 155.36 155.36 155.56 155.23
S2 155.10 155.10 155.51
S3 154.55 154.81 155.46
S4 154.00 154.26 155.31
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 159.65 159.06 156.40
R3 158.22 157.63 156.00
R2 156.79 156.79 155.87
R1 156.20 156.20 155.74 156.50
PP 155.36 155.36 155.36 155.51
S1 154.77 154.77 155.48 155.07
S2 153.93 153.93 155.35
S3 152.50 153.34 155.22
S4 151.07 151.91 154.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.95 154.52 1.43 0.9% 0.67 0.4% 76% True False 528,010
10 155.95 153.86 2.09 1.3% 0.66 0.4% 84% True False 478,792
20 155.95 152.91 3.04 2.0% 0.76 0.5% 89% True False 471,317
40 155.95 149.49 6.46 4.2% 0.94 0.6% 95% True False 530,276
60 155.95 148.23 7.72 5.0% 1.08 0.7% 96% True False 597,860
80 159.15 148.23 10.92 7.0% 1.13 0.7% 68% False False 456,622
100 160.60 148.23 12.37 7.9% 0.98 0.6% 60% False False 365,616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.29
2.618 157.39
1.618 156.84
1.000 156.50
0.618 156.29
HIGH 155.95
0.618 155.74
0.500 155.68
0.382 155.61
LOW 155.40
0.618 155.06
1.000 154.85
1.618 154.51
2.618 153.96
4.250 153.06
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 155.68 155.49
PP 155.65 155.37
S1 155.63 155.25

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

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