Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 153.95 153.86 -0.09 -0.1% 155.99
High 154.13 154.37 0.24 0.2% 156.49
Low 153.60 153.50 -0.10 -0.1% 153.38
Close 153.74 153.84 0.10 0.1% 153.84
Range 0.53 0.87 0.34 64.2% 3.11
ATR 0.97 0.97 -0.01 -0.8% 0.00
Volume 531,912 401,970 -129,942 -24.4% 3,390,797
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 156.51 156.05 154.32
R3 155.64 155.18 154.08
R2 154.77 154.77 154.00
R1 154.31 154.31 153.92 154.11
PP 153.90 153.90 153.90 153.80
S1 153.44 153.44 153.76 153.24
S2 153.03 153.03 153.68
S3 152.16 152.57 153.60
S4 151.29 151.70 153.36
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 163.90 161.98 155.55
R3 160.79 158.87 154.70
R2 157.68 157.68 154.41
R1 155.76 155.76 154.13 155.17
PP 154.57 154.57 154.57 154.27
S1 152.65 152.65 153.55 152.06
S2 151.46 151.46 153.27
S3 148.35 149.54 152.98
S4 145.24 146.43 152.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.49 153.38 3.11 2.0% 1.16 0.8% 15% False False 678,159
10 156.49 153.38 3.11 2.0% 0.91 0.6% 15% False False 603,084
20 156.49 152.91 3.58 2.3% 0.87 0.6% 26% False False 524,664
40 156.49 149.49 7.00 4.6% 0.93 0.6% 62% False False 527,750
60 156.49 148.23 8.26 5.4% 1.02 0.7% 68% False False 584,671
80 156.49 148.23 8.26 5.4% 1.11 0.7% 68% False False 498,150
100 160.60 148.23 12.37 8.0% 1.02 0.7% 45% False False 399,489
120 160.60 148.23 12.37 8.0% 0.92 0.6% 45% False False 333,057
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 158.07
2.618 156.65
1.618 155.78
1.000 155.24
0.618 154.91
HIGH 154.37
0.618 154.04
0.500 153.94
0.382 153.83
LOW 153.50
0.618 152.96
1.000 152.63
1.618 152.09
2.618 151.22
4.250 149.80
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 153.94 154.01
PP 153.90 153.95
S1 153.87 153.90

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

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