Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	154.37	154.34	-0.03	0.0%	154.55
High	154.55	155.15	0.60	0.4%	155.25
Low	154.08	154.34	0.26	0.2%	153.20
Close	154.08	155.14	1.06	0.7%	154.59
Range	0.47	0.81	0.34	72.3%	2.05
ATR	0.89	0.90	0.01	1.4%	0.00
Volume	1,063	7,031	5,968	561.4%	22,578

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	157.31	157.03	155.59
R3	156.50	156.22	155.36
R2	155.69	155.69	155.29
R1	155.41	155.41	155.21	155.55
PP	154.88	154.88	154.88	154.95
S1	154.60	154.60	155.07	154.74
S2	154.07	154.07	154.99
S3	153.26	153.79	154.92
S4	152.45	152.98	154.69

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.50	159.59	155.72
R3	158.45	157.54	155.15
R2	156.40	156.40	154.97
R1	155.49	155.49	154.78	155.95
PP	154.35	154.35	154.35	154.57
S1	153.44	153.44	154.40	153.90
S2	152.30	152.30	154.21
S3	150.25	151.39	154.03
S4	148.20	149.34	153.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155.15	153.20	1.95	1.3%	0.82	0.5%	99%	True	False	3,737
10	155.25	153.20	2.05	1.3%	0.80	0.5%	95%	False	False	4,735
20	155.25	151.59	3.66	2.4%	0.70	0.5%	97%	False	False	3,526
40	155.25	149.89	5.36	3.5%	0.86	0.6%	98%	False	False	2,337

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	0.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	158.59
2.618	157.27
1.618	156.46
1.000	155.96
0.618	155.65
HIGH	155.15
0.618	154.84
0.500	154.75
0.382	154.65
LOW	154.34
0.618	153.84
1.000	153.53
1.618	153.03
2.618	152.22
4.250	150.90

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	155.01	154.92
PP	154.88	154.69
S1	154.75	154.47

Download as Excel Spreadsheet

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

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