Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 155.27 154.97 -0.30 -0.2% 155.20
High 155.32 156.19 0.87 0.6% 155.51
Low 154.75 154.89 0.14 0.1% 153.50
Close 154.85 156.06 1.21 0.8% 155.10
Range 0.57 1.30 0.73 128.1% 2.01
ATR 0.93 0.96 0.03 3.1% 0.00
Volume 717,876 495,245 -222,631 -31.0% 2,982,851
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 159.61 159.14 156.78
R3 158.31 157.84 156.42
R2 157.01 157.01 156.30
R1 156.54 156.54 156.18 156.78
PP 155.71 155.71 155.71 155.83
S1 155.24 155.24 155.94 155.48
S2 154.41 154.41 155.82
S3 153.11 153.94 155.70
S4 151.81 152.64 155.35
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 160.73 159.93 156.21
R3 158.72 157.92 155.65
R2 156.71 156.71 155.47
R1 155.91 155.91 155.28 155.31
PP 154.70 154.70 154.70 154.40
S1 153.90 153.90 154.92 153.30
S2 152.69 152.69 154.73
S3 150.68 151.89 154.55
S4 148.67 149.88 153.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.19 153.50 2.69 1.7% 0.90 0.6% 95% True False 564,496
10 156.19 153.50 2.69 1.7% 0.84 0.5% 95% True False 543,427
20 156.19 152.75 3.44 2.2% 0.92 0.6% 96% True False 453,382
40 156.84 152.75 4.09 2.6% 0.83 0.5% 81% False False 231,739
60 156.84 149.90 6.94 4.4% 0.84 0.5% 89% False False 155,110
80 156.84 148.78 8.06 5.2% 0.90 0.6% 90% False False 116,424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 161.72
2.618 159.59
1.618 158.29
1.000 157.49
0.618 156.99
HIGH 156.19
0.618 155.69
0.500 155.54
0.382 155.39
LOW 154.89
0.618 154.09
1.000 153.59
1.618 152.79
2.618 151.49
4.250 149.37
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 155.89 155.85
PP 155.71 155.63
S1 155.54 155.42

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

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