Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 12-Jun-2015
Day Change Summary
Previous Current
11-Jun-2015 12-Jun-2015 Change Change % Previous Week
Open 149.04 150.91 1.87 1.3% 150.82
High 150.76 151.30 0.54 0.4% 151.30
Low 148.66 149.93 1.27 0.9% 148.23
Close 150.39 151.04 0.65 0.4% 151.04
Range 2.10 1.37 -0.73 -34.8% 3.07
ATR 1.38 1.38 0.00 -0.1% 0.00
Volume 869,586 672,117 -197,469 -22.7% 3,930,029
Daily Pivots for day following 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 154.87 154.32 151.79
R3 153.50 152.95 151.42
R2 152.13 152.13 151.29
R1 151.58 151.58 151.17 151.86
PP 150.76 150.76 150.76 150.89
S1 150.21 150.21 150.91 150.49
S2 149.39 149.39 150.79
S3 148.02 148.84 150.66
S4 146.65 147.47 150.29
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 159.40 158.29 152.73
R3 156.33 155.22 151.88
R2 153.26 153.26 151.60
R1 152.15 152.15 151.32 152.71
PP 150.19 150.19 150.19 150.47
S1 149.08 149.08 150.76 149.64
S2 147.12 147.12 150.48
S3 144.05 146.01 150.20
S4 140.98 142.94 149.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151.30 148.23 3.07 2.0% 1.47 1.0% 92% True False 786,005
10 155.44 148.23 7.21 4.8% 1.74 1.1% 39% False False 833,664
20 155.44 148.23 7.21 4.8% 1.26 0.8% 39% False False 454,929
40 160.60 148.23 12.37 8.2% 1.19 0.8% 23% False False 233,593
60 160.60 148.23 12.37 8.2% 0.90 0.6% 23% False False 156,089
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 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 157.12
2.618 154.89
1.618 153.52
1.000 152.67
0.618 152.15
HIGH 151.30
0.618 150.78
0.500 150.62
0.382 150.45
LOW 149.93
0.618 149.08
1.000 148.56
1.618 147.71
2.618 146.34
4.250 144.11
Fisher Pivots for day following 12-Jun-2015
Pivot 1 day 3 day
R1 150.90 150.62
PP 150.76 150.19
S1 150.62 149.77

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

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