Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	154.99	154.77	-0.22	-0.1%	157.40
High	154.99	155.00	0.01	0.0%	158.00
Low	154.61	154.54	-0.07	0.0%	155.28
Close	154.74	154.54	-0.20	-0.1%	155.49
Range	0.38	0.46	0.08	21.1%	2.72
ATR	0.74	0.72	-0.02	-2.7%	0.00
Volume

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	156.07	155.77	154.79
R3	155.61	155.31	154.67
R2	155.15	155.15	154.62
R1	154.85	154.85	154.58	154.77
PP	154.69	154.69	154.69	154.66
S1	154.39	154.39	154.50	154.31
S2	154.23	154.23	154.46
S3	153.77	153.93	154.41
S4	153.31	153.47	154.29

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	164.42	162.67	156.99
R3	161.70	159.95	156.24
R2	158.98	158.98	155.99
R1	157.23	157.23	155.74	156.75
PP	156.26	156.26	156.26	156.01
S1	154.51	154.51	155.24	154.03
S2	153.54	153.54	154.99
S3	150.82	151.79	154.74
S4	148.10	149.07	153.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155.99	154.54	1.45	0.9%	0.33	0.2%	0%	False	True
10	158.00	154.54	3.46	2.2%	0.60	0.4%	0%	False	True	26
20	158.00	154.54	3.46	2.2%	0.38	0.2%	0%	False	True	14
40	158.00	151.90	6.10	3.9%	0.34	0.2%	43%	False	False	27
60	161.76	141.73	20.03	13.0%	0.64	0.4%	64%	False	False	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.05
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	156.96
2.618	156.20
1.618	155.74
1.000	155.46
0.618	155.28
HIGH	155.00
0.618	154.82
0.500	154.77
0.382	154.72
LOW	154.54
0.618	154.26
1.000	154.08
1.618	153.80
2.618	153.34
4.250	152.59

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	154.77	155.22
PP	154.69	154.99
S1	154.62	154.77

Download as Excel Spreadsheet

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

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