Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 154.34 155.43 1.09 0.7% 154.55
High 155.15 155.66 0.51 0.3% 155.25
Low 154.34 155.05 0.71 0.5% 153.20
Close 155.14 155.50 0.36 0.2% 154.59
Range 0.81 0.61 -0.20 -24.7% 2.05
ATR 0.90 0.88 -0.02 -2.3% 0.00
Volume 7,031 9,412 2,381 33.9% 22,578
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 157.23 156.98 155.84
R3 156.62 156.37 155.67
R2 156.01 156.01 155.61
R1 155.76 155.76 155.56 155.89
PP 155.40 155.40 155.40 155.47
S1 155.15 155.15 155.44 155.28
S2 154.79 154.79 155.39
S3 154.18 154.54 155.33
S4 153.57 153.93 155.16
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
5 155.66 153.37 2.29 1.5% 0.69 0.4% 93% True False 4,271
10 155.66 153.20 2.46 1.6% 0.82 0.5% 93% True False 5,202
20 155.66 151.70 3.96 2.5% 0.67 0.4% 96% True False 3,751
40 155.66 149.89 5.77 3.7% 0.86 0.6% 97% True False 2,539
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.25
2.618 157.26
1.618 156.65
1.000 156.27
0.618 156.04
HIGH 155.66
0.618 155.43
0.500 155.36
0.382 155.28
LOW 155.05
0.618 154.67
1.000 154.44
1.618 154.06
2.618 153.45
4.250 152.46
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 155.45 155.29
PP 155.40 155.08
S1 155.36 154.87

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

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