Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 156.16 156.34 0.18 0.1% 154.92
High 156.22 156.84 0.62 0.4% 156.22
Low 155.71 155.44 -0.27 -0.2% 154.74
Close 155.89 155.99 0.10 0.1% 155.89
Range 0.51 1.40 0.89 174.5% 1.48
ATR 0.81 0.85 0.04 5.2% 0.00
Volume 6,985 38,639 31,654 453.2% 95,588
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 160.29 159.54 156.76
R3 158.89 158.14 156.38
R2 157.49 157.49 156.25
R1 156.74 156.74 156.12 156.42
PP 156.09 156.09 156.09 155.93
S1 155.34 155.34 155.86 155.02
S2 154.69 154.69 155.73
S3 153.29 153.94 155.61
S4 151.89 152.54 155.22
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 160.06 159.45 156.70
R3 158.58 157.97 156.30
R2 157.10 157.10 156.16
R1 156.49 156.49 156.03 156.80
PP 155.62 155.62 155.62 155.77
S1 155.01 155.01 155.75 155.32
S2 154.14 154.14 155.62
S3 152.66 153.53 155.48
S4 151.18 152.05 155.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.84 154.79 2.05 1.3% 0.82 0.5% 59% True False 26,090
10 156.84 154.34 2.50 1.6% 0.72 0.5% 66% True False 15,893
20 156.84 153.20 3.64 2.3% 0.75 0.5% 77% True False 10,095
40 156.84 149.90 6.94 4.4% 0.80 0.5% 88% True False 5,973
60 156.84 148.78 8.06 5.2% 0.89 0.6% 89% True False 4,105
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 0.22
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 162.79
2.618 160.51
1.618 159.11
1.000 158.24
0.618 157.71
HIGH 156.84
0.618 156.31
0.500 156.14
0.382 155.97
LOW 155.44
0.618 154.57
1.000 154.04
1.618 153.17
2.618 151.77
4.250 149.49
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 156.14 156.14
PP 156.09 156.09
S1 156.04 156.04

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

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