Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 155.75 155.71 -0.04 0.0% 155.27
High 155.82 156.29 0.47 0.3% 156.45
Low 155.13 155.42 0.29 0.2% 154.75
Close 155.43 156.04 0.61 0.4% 155.43
Range 0.69 0.87 0.18 26.1% 1.70
ATR 0.93 0.92 0.00 -0.4% 0.00
Volume 531,140 637,692 106,552 20.1% 3,062,858
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 158.53 158.15 156.52
R3 157.66 157.28 156.28
R2 156.79 156.79 156.20
R1 156.41 156.41 156.12 156.60
PP 155.92 155.92 155.92 156.01
S1 155.54 155.54 155.96 155.73
S2 155.05 155.05 155.88
S3 154.18 154.67 155.80
S4 153.31 153.80 155.56
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 160.64 159.74 156.37
R3 158.94 158.04 155.90
R2 157.24 157.24 155.74
R1 156.34 156.34 155.59 156.79
PP 155.54 155.54 155.54 155.77
S1 154.64 154.64 155.27 155.09
S2 153.84 153.84 155.12
S3 152.14 152.94 154.96
S4 150.44 151.24 154.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.45 154.89 1.56 1.0% 0.82 0.5% 74% False False 596,534
10 156.45 153.50 2.95 1.9% 0.89 0.6% 86% False False 602,661
20 156.45 152.75 3.70 2.4% 0.83 0.5% 89% False False 569,455
40 156.84 152.75 4.09 2.6% 0.83 0.5% 80% False False 293,441
60 156.84 149.90 6.94 4.4% 0.83 0.5% 88% False False 196,506
80 156.84 148.78 8.06 5.2% 0.85 0.5% 90% False False 147,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 159.99
2.618 158.57
1.618 157.70
1.000 157.16
0.618 156.83
HIGH 156.29
0.618 155.96
0.500 155.86
0.382 155.75
LOW 155.42
0.618 154.88
1.000 154.55
1.618 154.01
2.618 153.14
4.250 151.72
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 155.98 155.96
PP 155.92 155.87
S1 155.86 155.79

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

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