Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 155.71 156.36 0.65 0.4% 155.27
High 156.29 156.53 0.24 0.2% 156.45
Low 155.42 155.86 0.44 0.3% 154.75
Close 156.04 156.17 0.13 0.1% 155.43
Range 0.87 0.67 -0.20 -23.0% 1.70
ATR 0.92 0.90 -0.02 -2.0% 0.00
Volume 637,692 590,228 -47,464 -7.4% 3,062,858
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 158.20 157.85 156.54
R3 157.53 157.18 156.35
R2 156.86 156.86 156.29
R1 156.51 156.51 156.23 156.35
PP 156.19 156.19 156.19 156.11
S1 155.84 155.84 156.11 155.68
S2 155.52 155.52 156.05
S3 154.85 155.17 155.99
S4 154.18 154.50 155.80
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 160.64 159.74 156.37
R3 158.94 158.04 155.90
R2 157.24 157.24 155.74
R1 156.34 156.34 155.59 156.79
PP 155.54 155.54 155.54 155.77
S1 154.64 154.64 155.27 155.09
S2 153.84 153.84 155.12
S3 152.14 152.94 154.96
S4 150.44 151.24 154.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.53 155.13 1.40 0.9% 0.70 0.4% 74% True False 615,531
10 156.53 153.50 3.03 1.9% 0.80 0.5% 88% True False 590,013
20 156.53 152.75 3.78 2.4% 0.79 0.5% 90% True False 582,267
40 156.84 152.75 4.09 2.6% 0.83 0.5% 84% False False 308,131
60 156.84 149.90 6.94 4.4% 0.83 0.5% 90% False False 206,322
80 156.84 148.78 8.06 5.2% 0.85 0.5% 92% False False 154,893
Crabel Price Patterns
NR True
NR4 True
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 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 159.38
2.618 158.28
1.618 157.61
1.000 157.20
0.618 156.94
HIGH 156.53
0.618 156.27
0.500 156.20
0.382 156.12
LOW 155.86
0.618 155.45
1.000 155.19
1.618 154.78
2.618 154.11
4.250 153.01
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 156.20 156.06
PP 156.19 155.94
S1 156.18 155.83

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

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