Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 154.35 153.39 -0.96 -0.6% 154.10
High 154.43 154.02 -0.41 -0.3% 154.66
Low 153.20 153.37 0.17 0.1% 153.47
Close 153.46 153.84 0.38 0.2% 154.59
Range 1.23 0.65 -0.58 -47.2% 1.19
ATR 0.94 0.92 -0.02 -2.2% 0.00
Volume 6,745 2,573 -4,172 -61.9% 23,115
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 155.69 155.42 154.20
R3 155.04 154.77 154.02
R2 154.39 154.39 153.96
R1 154.12 154.12 153.90 154.26
PP 153.74 153.74 153.74 153.81
S1 153.47 153.47 153.78 153.61
S2 153.09 153.09 153.72
S3 152.44 152.82 153.66
S4 151.79 152.17 153.48
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 157.81 157.39 155.24
R3 156.62 156.20 154.92
R2 155.43 155.43 154.81
R1 155.01 155.01 154.70 155.22
PP 154.24 154.24 154.24 154.35
S1 153.82 153.82 154.48 154.03
S2 153.05 153.05 154.37
S3 151.86 152.63 154.26
S4 150.67 151.44 153.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.25 153.20 2.05 1.3% 0.87 0.6% 31% False False 6,143
10 155.25 153.20 2.05 1.3% 0.73 0.5% 31% False False 4,606
20 155.25 149.90 5.35 3.5% 0.77 0.5% 74% False False 3,252
40 155.25 149.89 5.36 3.5% 0.85 0.6% 74% False False 2,118
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.12
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 156.78
2.618 155.72
1.618 155.07
1.000 154.67
0.618 154.42
HIGH 154.02
0.618 153.77
0.500 153.70
0.382 153.62
LOW 153.37
0.618 152.97
1.000 152.72
1.618 152.32
2.618 151.67
4.250 150.61
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 153.79 154.23
PP 153.74 154.10
S1 153.70 153.97

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

View Archives - Comment on this page... - Back to Index of Symbols