Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 154.62 154.20 -0.42 -0.3% 153.95
High 155.09 154.37 -0.72 -0.5% 154.50
Low 154.16 152.91 -1.25 -0.8% 153.28
Close 154.56 153.34 -1.22 -0.8% 154.40
Range 0.93 1.46 0.53 57.0% 1.22
ATR 1.00 1.05 0.05 4.6% 0.00
Volume 656,741 494,946 -161,795 -24.6% 2,323,855
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 157.92 157.09 154.14
R3 156.46 155.63 153.74
R2 155.00 155.00 153.61
R1 154.17 154.17 153.47 153.86
PP 153.54 153.54 153.54 153.38
S1 152.71 152.71 153.21 152.40
S2 152.08 152.08 153.07
S3 150.62 151.25 152.94
S4 149.16 149.79 152.54
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
5 155.09 152.91 2.18 1.4% 1.03 0.7% 20% False True 528,960
10 155.09 152.91 2.18 1.4% 0.79 0.5% 20% False True 478,064
20 155.09 149.49 5.60 3.7% 0.94 0.6% 69% False False 504,213
40 155.09 148.23 6.86 4.5% 1.09 0.7% 74% False False 603,747
60 155.44 148.23 7.21 4.7% 1.14 0.7% 71% False False 515,351
80 160.60 148.23 12.37 8.1% 1.09 0.7% 41% False False 388,558
100 160.60 148.23 12.37 8.1% 0.94 0.6% 41% False False 311,041
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 0.17
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 160.58
2.618 158.19
1.618 156.73
1.000 155.83
0.618 155.27
HIGH 154.37
0.618 153.81
0.500 153.64
0.382 153.47
LOW 152.91
0.618 152.01
1.000 151.45
1.618 150.55
2.618 149.09
4.250 146.71
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 153.64 154.00
PP 153.54 153.78
S1 153.44 153.56

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

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