Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 153.72 154.76 1.04 0.7% 155.20
High 154.70 155.44 0.74 0.5% 155.51
Low 153.59 154.65 1.06 0.7% 153.50
Close 153.70 155.10 1.40 0.9% 155.10
Range 1.11 0.79 -0.32 -28.8% 2.01
ATR 0.90 0.96 0.06 6.6% 0.00
Volume 735,990 419,835 -316,155 -43.0% 2,982,851
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 157.43 157.06 155.53
R3 156.64 156.27 155.32
R2 155.85 155.85 155.24
R1 155.48 155.48 155.17 155.67
PP 155.06 155.06 155.06 155.16
S1 154.69 154.69 155.03 154.88
S2 154.27 154.27 154.96
S3 153.48 153.90 154.88
S4 152.69 153.11 154.67
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 160.73 159.93 156.21
R3 158.72 157.92 155.65
R2 156.71 156.71 155.47
R1 155.91 155.91 155.28 155.31
PP 154.70 154.70 154.70 154.40
S1 153.90 153.90 154.92 153.30
S2 152.69 152.69 154.73
S3 150.68 151.89 154.55
S4 148.67 149.88 153.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.51 153.50 2.01 1.3% 0.94 0.6% 80% False False 596,570
10 155.51 153.50 2.01 1.3% 0.80 0.5% 80% False False 525,298
20 156.84 152.75 4.09 2.6% 0.92 0.6% 57% False False 395,008
40 156.84 152.75 4.09 2.6% 0.81 0.5% 57% False False 201,546
60 156.84 149.89 6.95 4.5% 0.86 0.6% 75% False False 134,905
80 156.84 148.78 8.06 5.2% 0.90 0.6% 78% False False 101,262
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.80
2.618 157.51
1.618 156.72
1.000 156.23
0.618 155.93
HIGH 155.44
0.618 155.14
0.500 155.05
0.382 154.95
LOW 154.65
0.618 154.16
1.000 153.86
1.618 153.37
2.618 152.58
4.250 151.29
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 155.08 154.89
PP 155.06 154.68
S1 155.05 154.47

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

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