Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 154.97 156.20 1.23 0.8% 155.20
High 156.19 156.26 0.07 0.0% 155.51
Low 154.89 155.71 0.82 0.5% 153.50
Close 156.06 155.92 -0.14 -0.1% 155.10
Range 1.30 0.55 -0.75 -57.7% 2.01
ATR 0.96 0.93 -0.03 -3.1% 0.00
Volume 495,245 697,699 202,454 40.9% 2,982,851
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 157.61 157.32 156.22
R3 157.06 156.77 156.07
R2 156.51 156.51 156.02
R1 156.22 156.22 155.97 156.09
PP 155.96 155.96 155.96 155.90
S1 155.67 155.67 155.87 155.54
S2 155.41 155.41 155.82
S3 154.86 155.12 155.77
S4 154.31 154.57 155.62
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
5 156.26 153.59 2.67 1.7% 0.86 0.6% 87% True False 613,329
10 156.26 153.50 2.76 1.8% 0.83 0.5% 88% True False 565,170
20 156.26 152.75 3.51 2.3% 0.84 0.5% 90% True False 485,178
40 156.84 152.75 4.09 2.6% 0.83 0.5% 78% False False 249,115
60 156.84 149.90 6.94 4.5% 0.84 0.5% 87% False False 166,733
80 156.84 148.78 8.06 5.2% 0.88 0.6% 89% False False 125,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.13
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 158.60
2.618 157.70
1.618 157.15
1.000 156.81
0.618 156.60
HIGH 156.26
0.618 156.05
0.500 155.99
0.382 155.92
LOW 155.71
0.618 155.37
1.000 155.16
1.618 154.82
2.618 154.27
4.250 153.37
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 155.99 155.78
PP 155.96 155.64
S1 155.94 155.51

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

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