Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 154.14 154.02 -0.12 -0.1% 156.34
High 154.30 154.56 0.26 0.2% 156.84
Low 153.79 153.66 -0.13 -0.1% 153.53
Close 153.92 154.03 0.11 0.1% 154.03
Range 0.51 0.90 0.39 76.5% 3.31
ATR 0.95 0.95 0.00 -0.4% 0.00
Volume 26,990 59,082 32,092 118.9% 204,624
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 156.78 156.31 154.53
R3 155.88 155.41 154.28
R2 154.98 154.98 154.20
R1 154.51 154.51 154.11 154.75
PP 154.08 154.08 154.08 154.20
S1 153.61 153.61 153.95 153.85
S2 153.18 153.18 153.87
S3 152.28 152.71 153.78
S4 151.38 151.81 153.54
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 164.73 162.69 155.85
R3 161.42 159.38 154.94
R2 158.11 158.11 154.64
R1 156.07 156.07 154.33 155.44
PP 154.80 154.80 154.80 154.48
S1 152.76 152.76 153.73 152.13
S2 151.49 151.49 153.42
S3 148.18 149.45 153.12
S4 144.87 146.14 152.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.84 153.53 3.31 2.1% 1.20 0.8% 15% False False 40,924
10 156.84 153.53 3.31 2.1% 0.92 0.6% 15% False False 30,021
20 156.84 153.20 3.64 2.4% 0.84 0.5% 23% False False 17,427
40 156.84 149.90 6.94 4.5% 0.84 0.5% 60% False False 10,031
60 156.84 148.78 8.06 5.2% 0.86 0.6% 65% False False 6,869
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.39
2.618 156.92
1.618 156.02
1.000 155.46
0.618 155.12
HIGH 154.56
0.618 154.22
0.500 154.11
0.382 154.00
LOW 153.66
0.618 153.10
1.000 152.76
1.618 152.20
2.618 151.30
4.250 149.84
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 154.11 154.20
PP 154.08 154.14
S1 154.06 154.09

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

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