Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 19-Jun-2015
Day Change Summary
Previous Current
18-Jun-2015 19-Jun-2015 Change Change % Previous Week
Open 152.06 151.43 -0.63 -0.4% 151.38
High 152.47 152.22 -0.25 -0.2% 152.47
Low 150.60 151.38 0.78 0.5% 150.60
Close 151.47 152.04 0.57 0.4% 152.04
Range 1.87 0.84 -1.03 -55.1% 1.87
ATR 1.31 1.28 -0.03 -2.6% 0.00
Volume 541,397 814,018 272,621 50.4% 3,490,202
Daily Pivots for day following 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 154.40 154.06 152.50
R3 153.56 153.22 152.27
R2 152.72 152.72 152.19
R1 152.38 152.38 152.12 152.55
PP 151.88 151.88 151.88 151.97
S1 151.54 151.54 151.96 151.71
S2 151.04 151.04 151.89
S3 150.20 150.70 151.81
S4 149.36 149.86 151.58
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 157.31 156.55 153.07
R3 155.44 154.68 152.55
R2 153.57 153.57 152.38
R1 152.81 152.81 152.21 153.19
PP 151.70 151.70 151.70 151.90
S1 150.94 150.94 151.87 151.32
S2 149.83 149.83 151.70
S3 147.96 149.07 151.53
S4 146.09 147.20 151.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152.47 150.60 1.87 1.2% 1.03 0.7% 77% False False 698,040
10 152.47 148.23 4.24 2.8% 1.25 0.8% 90% False False 742,023
20 155.44 148.23 7.21 4.7% 1.29 0.9% 53% False False 619,975
40 159.54 148.23 11.31 7.4% 1.26 0.8% 34% False False 320,614
60 160.60 148.23 12.37 8.1% 0.95 0.6% 31% False False 214,146
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155.79
2.618 154.42
1.618 153.58
1.000 153.06
0.618 152.74
HIGH 152.22
0.618 151.90
0.500 151.80
0.382 151.70
LOW 151.38
0.618 150.86
1.000 150.54
1.618 150.02
2.618 149.18
4.250 147.81
Fisher Pivots for day following 19-Jun-2015
Pivot 1 day 3 day
R1 151.96 151.87
PP 151.88 151.70
S1 151.80 151.54

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

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