Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 154.39 154.62 0.23 0.1% 153.95
High 154.95 155.09 0.14 0.1% 154.50
Low 154.09 154.16 0.07 0.0% 153.28
Close 154.57 154.56 -0.01 0.0% 154.40
Range 0.86 0.93 0.07 8.1% 1.22
ATR 1.01 1.00 -0.01 -0.6% 0.00
Volume 479,366 656,741 177,375 37.0% 2,323,855
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 157.39 156.91 155.07
R3 156.46 155.98 154.82
R2 155.53 155.53 154.73
R1 155.05 155.05 154.65 154.83
PP 154.60 154.60 154.60 154.49
S1 154.12 154.12 154.47 153.90
S2 153.67 153.67 154.39
S3 152.74 153.19 154.30
S4 151.81 152.26 154.05
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
5 155.09 153.35 1.74 1.1% 0.86 0.6% 70% True False 535,648
10 155.09 152.67 2.42 1.6% 0.71 0.5% 78% True False 466,995
20 155.09 149.49 5.60 3.6% 0.92 0.6% 91% True False 506,158
40 155.09 148.23 6.86 4.4% 1.09 0.7% 92% True False 610,357
60 155.44 148.23 7.21 4.7% 1.15 0.7% 88% False False 507,367
80 160.60 148.23 12.37 8.0% 1.07 0.7% 51% False False 382,389
100 160.60 148.23 12.37 8.0% 0.93 0.6% 51% False False 306,092
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 159.04
2.618 157.52
1.618 156.59
1.000 156.02
0.618 155.66
HIGH 155.09
0.618 154.73
0.500 154.63
0.382 154.52
LOW 154.16
0.618 153.59
1.000 153.23
1.618 152.66
2.618 151.73
4.250 150.21
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 154.63 154.50
PP 154.60 154.44
S1 154.58 154.38

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

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