Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 157.46 155.60 -1.86 -1.2% 156.70
High 157.50 155.99 -1.51 -1.0% 157.70
Low 155.28 155.60 0.32 0.2% 156.35
Close 155.28 155.86 0.58 0.4% 157.46
Range 2.22 0.39 -1.83 -82.4% 1.35
ATR 0.77 0.76 0.00 -0.5% 0.00
Volume
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 156.99 156.81 156.07
R3 156.60 156.42 155.97
R2 156.21 156.21 155.93
R1 156.03 156.03 155.90 156.12
PP 155.82 155.82 155.82 155.86
S1 155.64 155.64 155.82 155.73
S2 155.43 155.43 155.79
S3 155.04 155.25 155.75
S4 154.65 154.86 155.65
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 161.22 160.69 158.20
R3 159.87 159.34 157.83
R2 158.52 158.52 157.71
R1 157.99 157.99 157.58 158.26
PP 157.17 157.17 157.17 157.30
S1 156.64 156.64 157.34 156.91
S2 155.82 155.82 157.21
S3 154.47 155.29 157.09
S4 153.12 153.94 156.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.00 155.28 2.72 1.7% 0.83 0.5% 21% False False 42
10 158.00 155.28 2.72 1.7% 0.52 0.3% 21% False False 26
20 158.00 154.97 3.03 1.9% 0.37 0.2% 29% False False 15
40 158.00 151.06 6.94 4.5% 0.39 0.2% 69% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 157.65
2.618 157.01
1.618 156.62
1.000 156.38
0.618 156.23
HIGH 155.99
0.618 155.84
0.500 155.80
0.382 155.75
LOW 155.60
0.618 155.36
1.000 155.21
1.618 154.97
2.618 154.58
4.250 153.94
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 155.84 156.64
PP 155.82 156.38
S1 155.80 156.12

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

View Archives - Comment on this page... - Back to Index of Symbols