Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 153.13 153.23 0.10 0.1% 156.34
High 153.45 154.22 0.77 0.5% 156.84
Low 152.85 153.13 0.28 0.2% 153.53
Close 153.22 154.00 0.78 0.5% 154.03
Range 0.60 1.09 0.49 81.7% 3.31
ATR 0.94 0.95 0.01 1.1% 0.00
Volume 663,489 862,711 199,222 30.0% 204,624
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 157.05 156.62 154.60
R3 155.96 155.53 154.30
R2 154.87 154.87 154.20
R1 154.44 154.44 154.10 154.66
PP 153.78 153.78 153.78 153.89
S1 153.35 153.35 153.90 153.57
S2 152.69 152.69 153.80
S3 151.60 152.26 153.70
S4 150.51 151.17 153.40
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
5 154.56 152.75 1.81 1.2% 0.95 0.6% 69% False False 498,929
10 156.84 152.75 4.09 2.7% 1.04 0.7% 31% False False 264,717
20 156.84 152.75 4.09 2.7% 0.85 0.6% 31% False False 138,141
40 156.84 149.90 6.94 4.5% 0.81 0.5% 59% False False 70,696
60 156.84 149.89 6.95 4.5% 0.85 0.6% 59% False False 47,459
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 False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 158.85
2.618 157.07
1.618 155.98
1.000 155.31
0.618 154.89
HIGH 154.22
0.618 153.80
0.500 153.68
0.382 153.55
LOW 153.13
0.618 152.46
1.000 152.04
1.618 151.37
2.618 150.28
4.250 148.50
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 153.89 153.83
PP 153.78 153.66
S1 153.68 153.49

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

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