Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 156.34 155.65 -0.69 -0.4% 154.92
High 156.84 155.68 -1.16 -0.7% 156.22
Low 155.44 153.53 -1.91 -1.2% 154.74
Close 155.99 153.75 -2.24 -1.4% 155.89
Range 1.40 2.15 0.75 53.6% 1.48
ATR 0.85 0.97 0.11 13.4% 0.00
Volume 38,639 61,787 23,148 59.9% 95,588
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 160.77 159.41 154.93
R3 158.62 157.26 154.34
R2 156.47 156.47 154.14
R1 155.11 155.11 153.95 154.72
PP 154.32 154.32 154.32 154.12
S1 152.96 152.96 153.55 152.57
S2 152.17 152.17 153.36
S3 150.02 150.81 153.16
S4 147.87 148.66 152.57
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
5 156.84 153.53 3.31 2.2% 1.11 0.7% 7% False True 34,060
10 156.84 153.53 3.31 2.2% 0.86 0.6% 7% False True 21,368
20 156.84 153.20 3.64 2.4% 0.83 0.5% 15% False False 13,051
40 156.84 149.90 6.94 4.5% 0.84 0.5% 55% False False 7,510
60 156.84 148.78 8.06 5.2% 0.89 0.6% 62% False False 5,134
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 0.22
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 164.82
2.618 161.31
1.618 159.16
1.000 157.83
0.618 157.01
HIGH 155.68
0.618 154.86
0.500 154.61
0.382 154.35
LOW 153.53
0.618 152.20
1.000 151.38
1.618 150.05
2.618 147.90
4.250 144.39
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 154.61 155.19
PP 154.32 154.71
S1 154.04 154.23

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

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