Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 153.06 153.20 0.14 0.1% 154.44
High 153.46 154.48 1.02 0.7% 154.73
Low 152.89 153.19 0.30 0.2% 151.51
Close 153.16 153.58 0.42 0.3% 153.21
Range 0.57 1.29 0.72 126.3% 3.22
ATR 1.14 1.15 0.01 1.1% 0.00
Volume 18,930 44,477 25,547 135.0% 113,428
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 157.62 156.89 154.29
R3 156.33 155.60 153.93
R2 155.04 155.04 153.82
R1 154.31 154.31 153.70 154.68
PP 153.75 153.75 153.75 153.93
S1 153.02 153.02 153.46 153.39
S2 152.46 152.46 153.34
S3 151.17 151.73 153.23
S4 149.88 150.44 152.87
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 162.81 161.23 154.98
R3 159.59 158.01 154.10
R2 156.37 156.37 153.80
R1 154.79 154.79 153.51 153.97
PP 153.15 153.15 153.15 152.74
S1 151.57 151.57 152.91 150.75
S2 149.93 149.93 152.62
S3 146.71 148.35 152.32
S4 143.49 145.13 151.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.48 151.51 2.97 1.9% 1.23 0.8% 70% True False 25,856
10 154.73 151.00 3.73 2.4% 1.49 1.0% 69% False False 24,663
20 160.38 151.00 9.38 6.1% 1.21 0.8% 28% False False 16,033
40 160.60 151.00 9.60 6.3% 0.74 0.5% 27% False False 8,521
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 159.96
2.618 157.86
1.618 156.57
1.000 155.77
0.618 155.28
HIGH 154.48
0.618 153.99
0.500 153.84
0.382 153.68
LOW 153.19
0.618 152.39
1.000 151.90
1.618 151.10
2.618 149.81
4.250 147.71
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 153.84 153.58
PP 153.75 153.58
S1 153.67 153.58

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

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