Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 29-Jul-2015
Day Change Summary
Previous Current
28-Jul-2015 29-Jul-2015 Change Change % Previous Week
Open 153.98 153.78 -0.20 -0.1% 152.82
High 154.05 153.98 -0.07 0.0% 154.05
Low 153.47 153.59 0.12 0.1% 152.67
Close 153.99 153.76 -0.23 -0.1% 154.00
Range 0.58 0.39 -0.19 -32.8% 1.38
ATR 0.94 0.90 -0.04 -4.1% 0.00
Volume 2,657 4,737 2,080 78.3% 10,864
Daily Pivots for day following 29-Jul-2015
Classic Woodie Camarilla DeMark
R4 154.95 154.74 153.97
R3 154.56 154.35 153.87
R2 154.17 154.17 153.83
R1 153.96 153.96 153.80 153.87
PP 153.78 153.78 153.78 153.73
S1 153.57 153.57 153.72 153.48
S2 153.39 153.39 153.69
S3 153.00 153.18 153.65
S4 152.61 152.79 153.55
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 157.71 157.24 154.76
R3 156.33 155.86 154.38
R2 154.95 154.95 154.25
R1 154.48 154.48 154.13 154.72
PP 153.57 153.57 153.57 153.69
S1 153.10 153.10 153.87 153.34
S2 152.19 152.19 153.75
S3 150.81 151.72 153.62
S4 149.43 150.34 153.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.35 153.29 1.06 0.7% 0.42 0.3% 44% False False 2,676
10 154.35 151.70 2.65 1.7% 0.52 0.3% 78% False False 2,299
20 154.39 149.90 4.49 2.9% 0.81 0.5% 86% False False 2,140
40 154.39 148.78 5.61 3.6% 0.89 0.6% 89% False False 1,293
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155.64
2.618 155.00
1.618 154.61
1.000 154.37
0.618 154.22
HIGH 153.98
0.618 153.83
0.500 153.79
0.382 153.74
LOW 153.59
0.618 153.35
1.000 153.20
1.618 152.96
2.618 152.57
4.250 151.93
Fisher Pivots for day following 29-Jul-2015
Pivot 1 day 3 day
R1 153.79 153.91
PP 153.78 153.86
S1 153.77 153.81

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

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