Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 15-Jul-2015

Day Change Summary
	Previous	Current
	14-Jul-2015	15-Jul-2015	Change	Change %	Previous Week
Open	151.44	151.65	0.21	0.1%	153.13
High	151.72	152.73	1.01	0.7%	154.39
Low	151.02	151.59	0.57	0.4%	150.45
Close	151.40	152.26	0.86	0.6%	150.70
Range	0.70	1.14	0.44	62.9%	3.94
ATR	1.24	1.25	0.01	0.5%	0.00
Volume	911	4,919	4,008	440.0%	11,075

Daily Pivots for day following 15-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	155.61	155.08	152.89
R3	154.47	153.94	152.57
R2	153.33	153.33	152.47
R1	152.80	152.80	152.36	153.07
PP	152.19	152.19	152.19	152.33
S1	151.66	151.66	152.16	151.93
S2	151.05	151.05	152.05
S3	149.91	150.52	151.95
S4	148.77	149.38	151.63

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	153.57	149.90	3.67	2.4%	1.20	0.8%	64%	False	False	1,857
10	154.39	149.90	4.49	2.9%	1.10	0.7%	53%	False	False	1,981
20	154.39	149.89	4.50	3.0%	1.06	0.7%	53%	False	False	1,326

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	0.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	157.58
2.618	155.71
1.618	154.57
1.000	153.87
0.618	153.43
HIGH	152.73
0.618	152.29
0.500	152.16
0.382	152.03
LOW	151.59
0.618	150.89
1.000	150.45
1.618	149.75
2.618	148.61
4.250	146.75

Fisher Pivots for day following 15-Jul-2015
Pivot	1 day	3 day
R1	152.23	151.95
PP	152.19	151.63
S1	152.16	151.32

Download as Excel Spreadsheet

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

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