Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 153.76 153.03 -0.73 -0.5% 155.99
High 154.00 153.38 -0.62 -0.4% 156.49
Low 152.66 152.65 -0.01 0.0% 153.38
Close 153.09 152.94 -0.15 -0.1% 153.84
Range 1.34 0.73 -0.61 -45.5% 3.11
ATR 0.99 0.97 -0.02 -1.9% 0.00
Volume 1,058,415 1,123,856 65,441 6.2% 3,390,797
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 155.18 154.79 153.34
R3 154.45 154.06 153.14
R2 153.72 153.72 153.07
R1 153.33 153.33 153.01 153.16
PP 152.99 152.99 152.99 152.91
S1 152.60 152.60 152.87 152.43
S2 152.26 152.26 152.81
S3 151.53 151.87 152.74
S4 150.80 151.14 152.54
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
5 154.52 152.65 1.87 1.2% 0.89 0.6% 16% False True 728,352
10 156.49 152.65 3.84 2.5% 0.99 0.6% 8% False True 734,461
20 156.49 152.65 3.84 2.5% 0.88 0.6% 8% False True 576,972
40 156.49 149.49 7.00 4.6% 0.90 0.6% 49% False False 541,565
60 156.49 148.23 8.26 5.4% 1.02 0.7% 57% False False 599,229
80 156.49 148.23 8.26 5.4% 1.08 0.7% 57% False False 524,768
100 160.60 148.23 12.37 8.1% 1.04 0.7% 38% False False 421,306
120 160.60 148.23 12.37 8.1% 0.92 0.6% 38% False False 351,239
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 156.48
2.618 155.29
1.618 154.56
1.000 154.11
0.618 153.83
HIGH 153.38
0.618 153.10
0.500 153.02
0.382 152.93
LOW 152.65
0.618 152.20
1.000 151.92
1.618 151.47
2.618 150.74
4.250 149.55
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 153.02 153.51
PP 152.99 153.32
S1 152.97 153.13

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

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