Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 154.81 155.20 0.39 0.3% 154.87
High 155.31 155.51 0.20 0.1% 155.31
Low 154.70 155.00 0.30 0.2% 154.31
Close 155.25 155.28 0.03 0.0% 155.25
Range 0.61 0.51 -0.10 -16.4% 1.00
ATR 0.87 0.85 -0.03 -3.0% 0.00
Volume 342,085 656,786 314,701 92.0% 1,786,314
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 156.79 156.55 155.56
R3 156.28 156.04 155.42
R2 155.77 155.77 155.37
R1 155.53 155.53 155.33 155.65
PP 155.26 155.26 155.26 155.33
S1 155.02 155.02 155.23 155.14
S2 154.75 154.75 155.19
S3 154.24 154.51 155.14
S4 153.73 154.00 155.00
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 157.96 157.60 155.80
R3 156.96 156.60 155.53
R2 155.96 155.96 155.43
R1 155.60 155.60 155.34 155.78
PP 154.96 154.96 154.96 155.05
S1 154.60 154.60 155.16 154.78
S2 153.96 153.96 155.07
S3 152.96 153.60 154.98
S4 151.96 152.60 154.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.51 154.31 1.20 0.8% 0.56 0.4% 81% True False 488,620
10 155.51 152.75 2.76 1.8% 0.76 0.5% 92% True False 536,248
20 156.84 152.75 4.09 2.6% 0.84 0.5% 62% False False 283,134
40 156.84 152.67 4.17 2.7% 0.75 0.5% 63% False False 143,625
60 156.84 149.89 6.95 4.5% 0.84 0.5% 78% False False 96,157
Crabel Price Patterns
NR True
NR4 True
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 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 157.68
2.618 156.85
1.618 156.34
1.000 156.02
0.618 155.83
HIGH 155.51
0.618 155.32
0.500 155.26
0.382 155.19
LOW 155.00
0.618 154.68
1.000 154.49
1.618 154.17
2.618 153.66
4.250 152.83
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 155.27 155.20
PP 155.26 155.11
S1 155.26 155.03

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

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