Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 156.19 154.97 -1.22 -0.8% 155.45
High 156.19 155.03 -1.16 -0.7% 156.06
Low 155.97 154.97 -1.00 -0.6% 154.97
Close 156.14 155.03 -1.11 -0.7% 156.05
Range 0.22 0.06 -0.16 -72.7% 1.09
ATR 0.79 0.82 0.03 3.4% 0.00
Volume
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 155.19 155.17 155.06
R3 155.13 155.11 155.05
R2 155.07 155.07 155.04
R1 155.05 155.05 155.04 155.06
PP 155.01 155.01 155.01 155.02
S1 154.99 154.99 155.02 155.00
S2 154.95 154.95 155.02
S3 154.89 154.93 155.01
S4 154.83 154.87 155.00
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 158.96 158.60 156.65
R3 157.87 157.51 156.35
R2 156.78 156.78 156.25
R1 156.42 156.42 156.15 156.60
PP 155.69 155.69 155.69 155.79
S1 155.33 155.33 155.95 155.51
S2 154.60 154.60 155.85
S3 153.51 154.24 155.75
S4 152.42 153.15 155.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.31 154.97 1.34 0.9% 0.22 0.1% 4% False True 5
10 156.31 154.59 1.72 1.1% 0.26 0.2% 26% False False 4
20 156.31 151.90 4.41 2.8% 0.25 0.2% 71% False False 41
40 161.76 141.73 20.03 12.9% 0.77 0.5% 66% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 155.29
2.618 155.19
1.618 155.13
1.000 155.09
0.618 155.07
HIGH 155.03
0.618 155.01
0.500 155.00
0.382 154.99
LOW 154.97
0.618 154.93
1.000 154.91
1.618 154.87
2.618 154.81
4.250 154.72
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 155.02 155.64
PP 155.01 155.44
S1 155.00 155.23

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

View Archives - Comment on this page... - Back to Index of Symbols