Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 155.20 155.29 0.09 0.1% 154.87
High 155.51 155.34 -0.17 -0.1% 155.31
Low 155.00 153.77 -1.23 -0.8% 154.31
Close 155.28 154.11 -1.17 -0.8% 155.25
Range 0.51 1.57 1.06 207.8% 1.00
ATR 0.85 0.90 0.05 6.1% 0.00
Volume 656,786 716,704 59,918 9.1% 1,786,314
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 159.12 158.18 154.97
R3 157.55 156.61 154.54
R2 155.98 155.98 154.40
R1 155.04 155.04 154.25 154.73
PP 154.41 154.41 154.41 154.25
S1 153.47 153.47 153.97 153.16
S2 152.84 152.84 153.82
S3 151.27 151.90 153.68
S4 149.70 150.33 153.25
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
5 155.51 153.77 1.74 1.1% 0.77 0.5% 20% False True 522,357
10 155.51 152.75 2.76 1.8% 0.78 0.5% 49% False False 574,521
20 156.84 152.75 4.09 2.7% 0.90 0.6% 33% False False 318,781
40 156.84 152.67 4.17 2.7% 0.78 0.5% 35% False False 161,515
60 156.84 149.89 6.95 4.5% 0.85 0.5% 61% False False 108,091
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 162.01
2.618 159.45
1.618 157.88
1.000 156.91
0.618 156.31
HIGH 155.34
0.618 154.74
0.500 154.56
0.382 154.37
LOW 153.77
0.618 152.80
1.000 152.20
1.618 151.23
2.618 149.66
4.250 147.10
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 154.56 154.64
PP 154.41 154.46
S1 154.26 154.29

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

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