Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 152.09 151.20 -0.89 -0.6% 153.18
High 152.09 151.34 -0.75 -0.5% 154.24
Low 150.34 149.49 -0.85 -0.6% 150.34
Close 150.70 151.12 0.42 0.3% 150.70
Range 1.75 1.85 0.10 5.7% 3.90
ATR 1.43 1.46 0.03 2.1% 0.00
Volume 720,193 481,850 -238,343 -33.1% 3,729,659
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 156.20 155.51 152.14
R3 154.35 153.66 151.63
R2 152.50 152.50 151.46
R1 151.81 151.81 151.29 151.23
PP 150.65 150.65 150.65 150.36
S1 149.96 149.96 150.95 149.38
S2 148.80 148.80 150.78
S3 146.95 148.11 150.61
S4 145.10 146.26 150.10
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 163.46 160.98 152.85
R3 159.56 157.08 151.77
R2 155.66 155.66 151.42
R1 153.18 153.18 151.06 152.47
PP 151.76 151.76 151.76 151.41
S1 149.28 149.28 150.34 148.57
S2 147.86 147.86 149.99
S3 143.96 145.38 149.63
S4 140.06 141.48 148.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.24 149.49 4.75 3.1% 1.53 1.0% 34% False True 679,337
10 154.24 149.49 4.75 3.1% 1.38 0.9% 34% False True 684,549
20 154.24 149.49 4.75 3.1% 1.22 0.8% 34% False True 685,116
40 155.44 148.23 7.21 4.8% 1.24 0.8% 40% False False 570,023
60 160.60 148.23 12.37 8.2% 1.20 0.8% 23% False False 384,101
80 160.60 148.23 12.37 8.2% 0.98 0.6% 23% False False 288,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 159.20
2.618 156.18
1.618 154.33
1.000 153.19
0.618 152.48
HIGH 151.34
0.618 150.63
0.500 150.42
0.382 150.20
LOW 149.49
0.618 148.35
1.000 147.64
1.618 146.50
2.618 144.65
4.250 141.63
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 150.89 151.45
PP 150.65 151.34
S1 150.42 151.23

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

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