Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 153.45 154.42 0.97 0.6% 153.95
High 154.50 154.49 -0.01 0.0% 154.50
Low 153.40 153.67 0.27 0.2% 153.28
Close 154.37 154.40 0.03 0.0% 154.40
Range 1.10 0.82 -0.28 -25.5% 1.22
ATR 1.04 1.02 -0.02 -1.5% 0.00
Volume 668,874 344,874 -324,000 -48.4% 2,323,855
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 156.65 156.34 154.85
R3 155.83 155.52 154.63
R2 155.01 155.01 154.55
R1 154.70 154.70 154.48 154.45
PP 154.19 154.19 154.19 154.06
S1 153.88 153.88 154.32 153.63
S2 153.37 153.37 154.25
S3 152.55 153.06 154.17
S4 151.73 152.24 153.95
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 157.72 157.28 155.07
R3 156.50 156.06 154.74
R2 155.28 155.28 154.62
R1 154.84 154.84 154.51 155.06
PP 154.06 154.06 154.06 154.17
S1 153.62 153.62 154.29 153.84
S2 152.84 152.84 154.18
S3 151.62 152.40 154.06
S4 150.40 151.18 153.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.50 153.28 1.22 0.8% 0.73 0.5% 92% False False 464,771
10 154.50 152.42 2.08 1.3% 0.71 0.5% 95% False False 439,682
20 154.50 149.49 5.01 3.2% 0.99 0.6% 98% False False 530,835
40 154.50 148.23 6.27 4.1% 1.10 0.7% 98% False False 614,675
60 155.44 148.23 7.21 4.7% 1.19 0.8% 86% False False 489,312
80 160.60 148.23 12.37 8.0% 1.06 0.7% 50% False False 368,195
100 160.60 148.23 12.37 8.0% 0.92 0.6% 50% False False 294,735
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157.98
2.618 156.64
1.618 155.82
1.000 155.31
0.618 155.00
HIGH 154.49
0.618 154.18
0.500 154.08
0.382 153.98
LOW 153.67
0.618 153.16
1.000 152.85
1.618 152.34
2.618 151.52
4.250 150.19
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 154.29 154.24
PP 154.19 154.08
S1 154.08 153.93

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

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