Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 153.03 153.29 0.26 0.2% 151.00
High 153.41 153.55 0.14 0.1% 152.98
Low 153.02 153.29 0.27 0.2% 149.90
Close 153.34 153.25 -0.09 -0.1% 152.74
Range 0.39 0.26 -0.13 -33.3% 3.08
ATR 1.08 1.02 -0.06 -5.4% 0.00
Volume 5,295 555 -4,740 -89.5% 7,661
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 154.14 153.96 153.39
R3 153.88 153.70 153.32
R2 153.62 153.62 153.30
R1 153.44 153.44 153.27 153.40
PP 153.36 153.36 153.36 153.35
S1 153.18 153.18 153.23 153.14
S2 153.10 153.10 153.20
S3 152.84 152.92 153.18
S4 152.58 152.66 153.11
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 161.11 160.01 154.43
R3 158.03 156.93 153.59
R2 154.95 154.95 153.30
R1 153.85 153.85 153.02 154.40
PP 151.87 151.87 151.87 152.15
S1 150.77 150.77 152.46 151.32
S2 148.79 148.79 152.18
S3 145.71 147.69 151.89
S4 142.63 144.61 151.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153.55 152.36 1.19 0.8% 0.52 0.3% 75% True False 1,993
10 153.55 149.90 3.65 2.4% 0.82 0.5% 92% True False 1,897
20 154.39 149.89 4.50 2.9% 0.95 0.6% 75% False False 1,623
40 155.55 148.78 6.77 4.4% 0.99 0.6% 66% False False 977
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 154.66
2.618 154.23
1.618 153.97
1.000 153.81
0.618 153.71
HIGH 153.55
0.618 153.45
0.500 153.42
0.382 153.39
LOW 153.29
0.618 153.13
1.000 153.03
1.618 152.87
2.618 152.61
4.250 152.19
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 153.42 153.20
PP 153.36 153.16
S1 153.31 153.11

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

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