Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 154.84 155.45 0.61 0.4% 154.43
High 155.54 155.76 0.22 0.1% 155.48
Low 154.55 155.25 0.70 0.5% 153.86
Close 154.92 155.58 0.66 0.4% 154.66
Range 0.99 0.51 -0.48 -48.5% 1.62
ATR 0.90 0.90 0.00 -0.5% 0.00
Volume 544,906 449,231 -95,675 -17.6% 2,147,873
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 157.06 156.83 155.86
R3 156.55 156.32 155.72
R2 156.04 156.04 155.67
R1 155.81 155.81 155.63 155.93
PP 155.53 155.53 155.53 155.59
S1 155.30 155.30 155.53 155.42
S2 155.02 155.02 155.49
S3 154.51 154.79 155.44
S4 154.00 154.28 155.30
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 159.53 158.71 155.55
R3 157.91 157.09 155.11
R2 156.29 156.29 154.96
R1 155.47 155.47 154.81 155.88
PP 154.67 154.67 154.67 154.87
S1 153.85 153.85 154.51 154.26
S2 153.05 153.05 154.36
S3 151.43 152.23 154.21
S4 149.81 150.61 153.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.76 154.52 1.24 0.8% 0.68 0.4% 85% True False 442,118
10 155.76 153.57 2.19 1.4% 0.71 0.5% 92% True False 428,457
20 155.76 152.91 2.85 1.8% 0.77 0.5% 94% True False 452,151
40 155.76 149.49 6.27 4.0% 0.95 0.6% 97% True False 525,610
60 155.76 148.23 7.53 4.8% 1.08 0.7% 98% True False 585,950
80 159.43 148.23 11.20 7.2% 1.13 0.7% 66% False False 446,935
100 160.60 148.23 12.37 8.0% 0.98 0.6% 59% False False 357,869
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 157.93
2.618 157.10
1.618 156.59
1.000 156.27
0.618 156.08
HIGH 155.76
0.618 155.57
0.500 155.51
0.382 155.44
LOW 155.25
0.618 154.93
1.000 154.74
1.618 154.42
2.618 153.91
4.250 153.08
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 155.56 155.44
PP 155.53 155.30
S1 155.51 155.16

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

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