Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 155.36 153.63 -1.73 -1.1% 154.78
High 155.45 154.52 -0.93 -0.6% 155.95
Low 153.38 153.52 0.14 0.1% 154.52
Close 153.58 154.21 0.63 0.4% 155.61
Range 2.07 1.00 -1.07 -51.7% 1.43
ATR 1.00 1.00 0.00 0.0% 0.00
Volume 906,045 525,607 -380,438 -42.0% 2,640,051
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 157.08 156.65 154.76
R3 156.08 155.65 154.49
R2 155.08 155.08 154.39
R1 154.65 154.65 154.30 154.87
PP 154.08 154.08 154.08 154.19
S1 153.65 153.65 154.12 153.87
S2 153.08 153.08 154.03
S3 152.08 152.65 153.94
S4 151.08 151.65 153.66
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
5 156.49 153.38 3.11 2.0% 1.09 0.7% 27% False False 736,710
10 156.49 153.38 3.11 2.0% 0.89 0.6% 27% False False 578,695
20 156.49 152.91 3.58 2.3% 0.90 0.6% 36% False False 528,658
40 156.49 149.49 7.00 4.5% 0.94 0.6% 67% False False 531,828
60 156.49 148.23 8.26 5.4% 1.08 0.7% 72% False False 604,007
80 156.49 148.23 8.26 5.4% 1.13 0.7% 72% False False 486,955
100 160.60 148.23 12.37 8.0% 1.01 0.7% 48% False False 390,157
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 158.77
2.618 157.14
1.618 156.14
1.000 155.52
0.618 155.14
HIGH 154.52
0.618 154.14
0.500 154.02
0.382 153.90
LOW 153.52
0.618 152.90
1.000 152.52
1.618 151.90
2.618 150.90
4.250 149.27
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 154.15 154.94
PP 154.08 154.69
S1 154.02 154.45

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

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