Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 154.98 154.35 -0.63 -0.4% 154.10
High 155.25 154.43 -0.82 -0.5% 154.66
Low 154.43 153.20 -1.23 -0.8% 153.47
Close 154.78 153.46 -1.32 -0.9% 154.59
Range 0.82 1.23 0.41 50.0% 1.19
ATR 0.89 0.94 0.05 5.5% 0.00
Volume 9,347 6,745 -2,602 -27.8% 23,115
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 157.39 156.65 154.14
R3 156.16 155.42 153.80
R2 154.93 154.93 153.69
R1 154.19 154.19 153.57 153.95
PP 153.70 153.70 153.70 153.57
S1 152.96 152.96 153.35 152.72
S2 152.47 152.47 153.23
S3 151.24 151.73 153.12
S4 150.01 150.50 152.78
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 157.81 157.39 155.24
R3 156.62 156.20 154.92
R2 155.43 155.43 154.81
R1 155.01 155.01 154.70 155.22
PP 154.24 154.24 154.24 154.35
S1 153.82 153.82 154.48 154.03
S2 153.05 153.05 154.37
S3 151.86 152.63 154.26
S4 150.67 151.44 153.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.25 153.20 2.05 1.3% 0.95 0.6% 13% False True 6,134
10 155.25 153.20 2.05 1.3% 0.69 0.4% 13% False True 4,405
20 155.25 149.90 5.35 3.5% 0.80 0.5% 67% False False 3,147
40 155.25 148.78 6.47 4.2% 0.88 0.6% 72% False False 2,055
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 159.66
2.618 157.65
1.618 156.42
1.000 155.66
0.618 155.19
HIGH 154.43
0.618 153.96
0.500 153.82
0.382 153.67
LOW 153.20
0.618 152.44
1.000 151.97
1.618 151.21
2.618 149.98
4.250 147.97
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 153.82 154.23
PP 153.70 153.97
S1 153.58 153.72

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

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