Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 156.20 156.05 -0.15 -0.1% 155.20
High 156.26 156.45 0.19 0.1% 155.51
Low 155.71 155.75 0.04 0.0% 153.50
Close 155.92 156.19 0.27 0.2% 155.10
Range 0.55 0.70 0.15 27.3% 2.01
ATR 0.93 0.92 -0.02 -1.8% 0.00
Volume 697,699 620,898 -76,801 -11.0% 2,982,851
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 158.23 157.91 156.58
R3 157.53 157.21 156.38
R2 156.83 156.83 156.32
R1 156.51 156.51 156.25 156.67
PP 156.13 156.13 156.13 156.21
S1 155.81 155.81 156.13 155.97
S2 155.43 155.43 156.06
S3 154.73 155.11 156.00
S4 154.03 154.41 155.81
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
5 156.45 154.65 1.80 1.2% 0.78 0.5% 86% True False 590,310
10 156.45 153.50 2.95 1.9% 0.84 0.5% 91% True False 585,665
20 156.45 152.75 3.70 2.4% 0.82 0.5% 93% True False 515,317
40 156.84 152.75 4.09 2.6% 0.84 0.5% 84% False False 264,519
60 156.84 149.90 6.94 4.4% 0.83 0.5% 91% False False 177,059
80 156.84 148.78 8.06 5.2% 0.86 0.6% 92% False False 132,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159.43
2.618 158.28
1.618 157.58
1.000 157.15
0.618 156.88
HIGH 156.45
0.618 156.18
0.500 156.10
0.382 156.02
LOW 155.75
0.618 155.32
1.000 155.05
1.618 154.62
2.618 153.92
4.250 152.78
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 156.16 156.02
PP 156.13 155.84
S1 156.10 155.67

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

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