Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 155.04 155.75 0.71 0.5% 154.37
High 155.80 156.01 0.21 0.1% 155.66
Low 154.79 155.51 0.72 0.5% 154.08
Close 155.15 155.86 0.71 0.5% 154.85
Range 1.01 0.50 -0.51 -50.5% 1.58
ATR 0.83 0.84 0.00 0.2% 0.00
Volume 34,446 28,443 -6,003 -17.4% 25,768
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 157.29 157.08 156.14
R3 156.79 156.58 156.00
R2 156.29 156.29 155.95
R1 156.08 156.08 155.91 156.19
PP 155.79 155.79 155.79 155.85
S1 155.58 155.58 155.81 155.69
S2 155.29 155.29 155.77
S3 154.79 155.08 155.72
S4 154.29 154.58 155.59
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 159.60 158.81 155.72
R3 158.02 157.23 155.28
R2 156.44 156.44 155.14
R1 155.65 155.65 154.99 156.05
PP 154.86 154.86 154.86 155.06
S1 154.07 154.07 154.71 154.47
S2 153.28 153.28 154.56
S3 151.70 152.49 154.42
S4 150.12 150.91 153.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.01 154.74 1.27 0.8% 0.66 0.4% 88% True False 18,165
10 156.01 153.79 2.22 1.4% 0.67 0.4% 93% True False 11,564
20 156.01 153.20 2.81 1.8% 0.70 0.4% 95% True False 8,085
40 156.01 149.89 6.12 3.9% 0.83 0.5% 98% True False 4,854
60 156.01 148.78 7.23 4.6% 0.89 0.6% 98% True False 3,347
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 158.14
2.618 157.32
1.618 156.82
1.000 156.51
0.618 156.32
HIGH 156.01
0.618 155.82
0.500 155.76
0.382 155.70
LOW 155.51
0.618 155.20
1.000 155.01
1.618 154.70
2.618 154.20
4.250 153.39
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 155.83 155.71
PP 155.79 155.55
S1 155.76 155.40

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

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