Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 155.20 155.04 -0.16 -0.1% 154.37
High 155.49 155.80 0.31 0.2% 155.66
Low 154.81 154.79 -0.02 0.0% 154.08
Close 155.04 155.15 0.11 0.1% 154.85
Range 0.68 1.01 0.33 48.5% 1.58
ATR 0.82 0.83 0.01 1.7% 0.00
Volume 21,938 34,446 12,508 57.0% 25,768
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 158.28 157.72 155.71
R3 157.27 156.71 155.43
R2 156.26 156.26 155.34
R1 155.70 155.70 155.24 155.98
PP 155.25 155.25 155.25 155.39
S1 154.69 154.69 155.06 154.97
S2 154.24 154.24 154.96
S3 153.23 153.68 154.87
S4 152.22 152.67 154.59
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 159.60 158.81 155.72
R3 158.02 157.23 155.28
R2 156.44 156.44 155.14
R1 155.65 155.65 154.99 156.05
PP 154.86 154.86 154.86 155.06
S1 154.07 154.07 154.71 154.47
S2 153.28 153.28 154.56
S3 151.70 152.49 154.42
S4 150.12 150.91 153.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.80 154.73 1.07 0.7% 0.68 0.4% 39% True False 13,684
10 155.80 153.37 2.43 1.6% 0.69 0.4% 73% True False 8,977
20 155.80 153.20 2.60 1.7% 0.69 0.4% 75% True False 6,691
40 155.80 149.89 5.91 3.8% 0.83 0.5% 89% True False 4,145
60 155.80 148.78 7.02 4.5% 0.89 0.6% 91% True False 2,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 160.09
2.618 158.44
1.618 157.43
1.000 156.81
0.618 156.42
HIGH 155.80
0.618 155.41
0.500 155.30
0.382 155.18
LOW 154.79
0.618 154.17
1.000 153.78
1.618 153.16
2.618 152.15
4.250 150.50
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 155.30 155.27
PP 155.25 155.23
S1 155.20 155.19

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

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