Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 152.22 152.64 0.42 0.3% 151.20
High 152.88 153.33 0.45 0.3% 152.88
Low 152.22 152.42 0.20 0.1% 149.49
Close 152.65 152.90 0.25 0.2% 152.65
Range 0.66 0.91 0.25 37.9% 3.39
ATR 1.34 1.31 -0.03 -2.3% 0.00
Volume 400,866 465,064 64,198 16.0% 2,490,231
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 155.61 155.17 153.40
R3 154.70 154.26 153.15
R2 153.79 153.79 153.07
R1 153.35 153.35 152.98 153.57
PP 152.88 152.88 152.88 153.00
S1 152.44 152.44 152.82 152.66
S2 151.97 151.97 152.73
S3 151.06 151.53 152.65
S4 150.15 150.62 152.40
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 161.84 160.64 154.51
R3 158.45 157.25 153.58
R2 155.06 155.06 153.27
R1 153.86 153.86 152.96 154.46
PP 151.67 151.67 151.67 151.98
S1 150.47 150.47 152.34 151.07
S2 148.28 148.28 152.03
S3 144.89 147.08 151.72
S4 141.50 143.69 150.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153.33 150.94 2.39 1.6% 0.94 0.6% 82% True False 494,689
10 154.24 149.49 4.75 3.1% 1.23 0.8% 72% False False 587,013
20 154.24 149.49 4.75 3.1% 1.20 0.8% 72% False False 634,279
40 155.44 148.23 7.21 4.7% 1.25 0.8% 65% False False 627,127
60 159.54 148.23 11.31 7.4% 1.24 0.8% 41% False False 425,169
80 160.60 148.23 12.37 8.1% 1.01 0.7% 38% False False 319,179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157.20
2.618 155.71
1.618 154.80
1.000 154.24
0.618 153.89
HIGH 153.33
0.618 152.98
0.500 152.88
0.382 152.77
LOW 152.42
0.618 151.86
1.000 151.51
1.618 150.95
2.618 150.04
4.250 148.55
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 152.89 152.76
PP 152.88 152.61
S1 152.88 152.47

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

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