Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 153.23 154.42 1.19 0.8% 153.85
High 154.22 155.25 1.03 0.7% 155.25
Low 153.13 154.26 1.13 0.7% 152.75
Close 154.00 154.89 0.89 0.6% 154.89
Range 1.09 0.99 -0.10 -9.2% 2.50
ATR 0.95 0.97 0.02 2.3% 0.00
Volume 862,711 483,822 -378,889 -43.9% 2,919,386
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 157.77 157.32 155.43
R3 156.78 156.33 155.16
R2 155.79 155.79 155.07
R1 155.34 155.34 154.98 155.57
PP 154.80 154.80 154.80 154.91
S1 154.35 154.35 154.80 154.58
S2 153.81 153.81 154.71
S3 152.82 153.36 154.62
S4 151.83 152.37 154.35
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 161.80 160.84 156.27
R3 159.30 158.34 155.58
R2 156.80 156.80 155.35
R1 155.84 155.84 155.12 156.32
PP 154.30 154.30 154.30 154.54
S1 153.34 153.34 154.66 153.82
S2 151.80 151.80 154.43
S3 149.30 150.84 154.20
S4 146.80 148.34 153.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.25 152.75 2.50 1.6% 0.97 0.6% 86% True False 583,877
10 156.84 152.75 4.09 2.6% 1.09 0.7% 52% False False 312,401
20 156.84 152.75 4.09 2.6% 0.86 0.6% 52% False False 162,268
40 156.84 149.90 6.94 4.5% 0.80 0.5% 72% False False 82,739
60 156.84 149.89 6.95 4.5% 0.86 0.6% 72% False False 55,522
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159.46
2.618 157.84
1.618 156.85
1.000 156.24
0.618 155.86
HIGH 155.25
0.618 154.87
0.500 154.76
0.382 154.64
LOW 154.26
0.618 153.65
1.000 153.27
1.618 152.66
2.618 151.67
4.250 150.05
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 154.85 154.61
PP 154.80 154.33
S1 154.76 154.05

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

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