Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 155.87 155.99 0.12 0.1% 154.78
High 155.95 156.49 0.54 0.3% 155.95
Low 155.40 155.17 -0.23 -0.1% 154.52
Close 155.61 155.68 0.07 0.0% 155.61
Range 0.55 1.32 0.77 140.0% 1.43
ATR 0.87 0.90 0.03 3.7% 0.00
Volume 777,408 1,025,263 247,855 31.9% 2,640,051
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 159.74 159.03 156.41
R3 158.42 157.71 156.04
R2 157.10 157.10 155.92
R1 156.39 156.39 155.80 156.09
PP 155.78 155.78 155.78 155.63
S1 155.07 155.07 155.56 154.77
S2 154.46 154.46 155.44
S3 153.14 153.75 155.32
S4 151.82 152.43 154.95
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 159.65 159.06 156.40
R3 158.22 157.63 156.00
R2 156.79 156.79 155.87
R1 156.20 156.20 155.74 156.50
PP 155.36 155.36 155.36 155.51
S1 154.77 154.77 155.48 155.07
S2 153.93 153.93 155.35
S3 152.50 153.34 155.22
S4 151.07 151.91 154.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.49 154.55 1.94 1.2% 0.82 0.5% 58% True False 648,883
10 156.49 154.14 2.35 1.5% 0.74 0.5% 66% True False 531,612
20 156.49 152.91 3.58 2.3% 0.80 0.5% 77% True False 500,800
40 156.49 149.49 7.00 4.5% 0.94 0.6% 88% True False 534,461
60 156.49 148.23 8.26 5.3% 1.09 0.7% 90% True False 609,532
80 157.80 148.23 9.57 6.1% 1.13 0.7% 78% False False 469,352
100 160.60 148.23 12.37 7.9% 0.99 0.6% 60% False False 375,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 162.10
2.618 159.95
1.618 158.63
1.000 157.81
0.618 157.31
HIGH 156.49
0.618 155.99
0.500 155.83
0.382 155.67
LOW 155.17
0.618 154.35
1.000 153.85
1.618 153.03
2.618 151.71
4.250 149.56
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 155.83 155.83
PP 155.78 155.78
S1 155.73 155.73

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

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