Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 153.00 153.14 0.14 0.1% 151.20
High 153.30 153.46 0.16 0.1% 152.88
Low 152.67 153.02 0.35 0.2% 149.49
Close 153.21 153.13 -0.08 -0.1% 152.65
Range 0.63 0.44 -0.19 -30.2% 3.39
ATR 1.23 1.17 -0.06 -4.6% 0.00
Volume 384,258 431,651 47,393 12.3% 2,490,231
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 154.52 154.27 153.37
R3 154.08 153.83 153.25
R2 153.64 153.64 153.21
R1 153.39 153.39 153.17 153.30
PP 153.20 153.20 153.20 153.16
S1 152.95 152.95 153.09 152.86
S2 152.76 152.76 153.05
S3 152.32 152.51 153.01
S4 151.88 152.07 152.89
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
5 153.46 152.22 1.24 0.8% 0.69 0.5% 73% True False 415,950
10 153.46 149.49 3.97 2.6% 1.02 0.7% 92% True False 488,931
20 154.24 149.49 4.75 3.1% 1.13 0.7% 77% False False 599,069
40 155.44 148.23 7.21 4.7% 1.24 0.8% 68% False False 652,850
60 159.43 148.23 11.20 7.3% 1.25 0.8% 44% False False 445,196
80 160.60 148.23 12.37 8.1% 1.03 0.7% 40% False False 334,298
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 155.33
2.618 154.61
1.618 154.17
1.000 153.90
0.618 153.73
HIGH 153.46
0.618 153.29
0.500 153.24
0.382 153.19
LOW 153.02
0.618 152.75
1.000 152.58
1.618 152.31
2.618 151.87
4.250 151.15
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 153.24 153.08
PP 153.20 153.03
S1 153.17 152.98

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

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