Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 155.75 156.16 0.41 0.3% 154.92
High 156.01 156.22 0.21 0.1% 156.22
Low 155.51 155.71 0.20 0.1% 154.74
Close 155.86 155.89 0.03 0.0% 155.89
Range 0.50 0.51 0.01 2.0% 1.48
ATR 0.84 0.81 -0.02 -2.8% 0.00
Volume 28,443 6,985 -21,458 -75.4% 95,588
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 157.47 157.19 156.17
R3 156.96 156.68 156.03
R2 156.45 156.45 155.98
R1 156.17 156.17 155.94 156.06
PP 155.94 155.94 155.94 155.88
S1 155.66 155.66 155.84 155.55
S2 155.43 155.43 155.80
S3 154.92 155.15 155.75
S4 154.41 154.64 155.61
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 160.06 159.45 156.70
R3 158.58 157.97 156.30
R2 157.10 157.10 156.16
R1 156.49 156.49 156.03 156.80
PP 155.62 155.62 155.62 155.77
S1 155.01 155.01 155.75 155.32
S2 154.14 154.14 155.62
S3 152.66 153.53 155.48
S4 151.18 152.05 155.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.22 154.74 1.48 0.9% 0.64 0.4% 78% True False 19,117
10 156.22 154.08 2.14 1.4% 0.63 0.4% 85% True False 12,135
20 156.22 153.20 3.02 1.9% 0.70 0.4% 89% True False 8,352
40 156.22 149.90 6.32 4.1% 0.81 0.5% 95% True False 5,022
60 156.22 148.78 7.44 4.8% 0.88 0.6% 96% True False 3,462
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.39
2.618 157.56
1.618 157.05
1.000 156.73
0.618 156.54
HIGH 156.22
0.618 156.03
0.500 155.97
0.382 155.90
LOW 155.71
0.618 155.39
1.000 155.20
1.618 154.88
2.618 154.37
4.250 153.54
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 155.97 155.76
PP 155.94 155.63
S1 155.92 155.51

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

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