Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 153.63 153.95 0.32 0.2% 154.78
High 154.52 154.13 -0.39 -0.3% 155.95
Low 153.52 153.60 0.08 0.1% 154.52
Close 154.21 153.74 -0.47 -0.3% 155.61
Range 1.00 0.53 -0.47 -47.0% 1.43
ATR 1.00 0.97 -0.03 -2.8% 0.00
Volume 525,607 531,912 6,305 1.2% 2,640,051
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 155.41 155.11 154.03
R3 154.88 154.58 153.89
R2 154.35 154.35 153.84
R1 154.05 154.05 153.79 153.94
PP 153.82 153.82 153.82 153.77
S1 153.52 153.52 153.69 153.41
S2 153.29 153.29 153.64
S3 152.76 152.99 153.59
S4 152.23 152.46 153.45
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% 12% False False 753,247
10 156.49 153.38 3.11 2.0% 0.89 0.6% 12% False False 597,682
20 156.49 152.91 3.58 2.3% 0.87 0.6% 23% False False 521,809
40 156.49 149.49 7.00 4.6% 0.93 0.6% 61% False False 527,850
60 156.49 148.23 8.26 5.4% 1.05 0.7% 67% False False 593,997
80 156.49 148.23 8.26 5.4% 1.12 0.7% 67% False False 493,338
100 160.60 148.23 12.37 8.0% 1.01 0.7% 45% False False 395,472
120 160.60 148.23 12.37 8.0% 0.91 0.6% 45% False False 329,707
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 156.38
2.618 155.52
1.618 154.99
1.000 154.66
0.618 154.46
HIGH 154.13
0.618 153.93
0.500 153.87
0.382 153.80
LOW 153.60
0.618 153.27
1.000 153.07
1.618 152.74
2.618 152.21
4.250 151.35
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 153.87 154.42
PP 153.82 154.19
S1 153.78 153.97

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

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