Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 153.03 153.07 0.04 0.0% 155.99
High 153.38 153.36 -0.02 0.0% 156.49
Low 152.65 152.75 0.10 0.1% 153.38
Close 152.94 153.14 0.20 0.1% 153.84
Range 0.73 0.61 -0.12 -16.4% 3.11
ATR 0.97 0.95 -0.03 -2.7% 0.00
Volume 1,123,856 1,195,014 71,158 6.3% 3,390,797
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 154.91 154.64 153.48
R3 154.30 154.03 153.31
R2 153.69 153.69 153.25
R1 153.42 153.42 153.20 153.56
PP 153.08 153.08 153.08 153.15
S1 152.81 152.81 153.08 152.95
S2 152.47 152.47 153.03
S3 151.86 152.20 152.97
S4 151.25 151.59 152.80
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
5 154.37 152.65 1.72 1.1% 0.82 0.5% 28% False False 862,233
10 156.49 152.65 3.84 2.5% 0.95 0.6% 13% False False 799,472
20 156.49 152.65 3.84 2.5% 0.84 0.5% 13% False False 611,976
40 156.49 149.49 7.00 4.6% 0.89 0.6% 52% False False 558,094
60 156.49 148.23 8.26 5.4% 1.00 0.7% 59% False False 606,490
80 156.49 148.23 8.26 5.4% 1.07 0.7% 59% False False 539,507
100 160.60 148.23 12.37 8.1% 1.04 0.7% 40% False False 433,241
120 160.60 148.23 12.37 8.1% 0.92 0.6% 40% False False 361,197
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 155.95
2.618 154.96
1.618 154.35
1.000 153.97
0.618 153.74
HIGH 153.36
0.618 153.13
0.500 153.06
0.382 152.98
LOW 152.75
0.618 152.37
1.000 152.14
1.618 151.76
2.618 151.15
4.250 150.16
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 153.11 153.33
PP 153.08 153.26
S1 153.06 153.20

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

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