Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 10-Jul-2015

Day Change Summary
	Previous	Current
	09-Jul-2015	10-Jul-2015	Change	Change %	Previous Week
Open	153.20	152.09	-1.11	-0.7%	153.13
High	153.57	152.09	-1.48	-1.0%	154.39
Low	152.42	150.45	-1.97	-1.3%	150.45
Close	152.78	150.70	-2.08	-1.4%	150.70
Range	1.15	1.64	0.49	42.6%	3.94
ATR	1.20	1.28	0.08	6.8%	0.00
Volume	484	2,100	1,616	333.9%	11,075

Daily Pivots for day following 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	156.00	154.99	151.60
R3	154.36	153.35	151.15
R2	152.72	152.72	151.00
R1	151.71	151.71	150.85	151.40
PP	151.08	151.08	151.08	150.92
S1	150.07	150.07	150.55	149.76
S2	149.44	149.44	150.40
S3	147.80	148.43	150.25
S4	146.16	146.79	149.80

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	163.67	161.12	152.87
R3	159.73	157.18	151.78
R2	155.79	155.79	151.42
R1	153.24	153.24	151.06	152.55
PP	151.85	151.85	151.85	151.50
S1	149.30	149.30	150.34	148.61
S2	147.91	147.91	149.98
S3	143.97	145.36	149.62
S4	140.03	141.42	148.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154.39	150.45	3.94	2.6%	1.29	0.9%	6%	False	True	2,215
10	154.39	150.45	3.94	2.6%	1.13	0.8%	6%	False	True	1,531
20	154.39	149.89	4.50	3.0%	0.99	0.7%	18%	False	False	1,088

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	159.06
2.618	156.38
1.618	154.74
1.000	153.73
0.618	153.10
HIGH	152.09
0.618	151.46
0.500	151.27
0.382	151.08
LOW	150.45
0.618	149.44
1.000	148.81
1.618	147.80
2.618	146.16
4.250	143.48

Fisher Pivots for day following 10-Jul-2015
Pivot	1 day	3 day
R1	151.27	152.42
PP	151.08	151.85
S1	150.89	151.27

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