Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 154.99 154.77 -0.22 -0.1% 157.40
High 154.99 155.00 0.01 0.0% 158.00
Low 154.61 154.54 -0.07 0.0% 155.28
Close 154.74 154.54 -0.20 -0.1% 155.49
Range 0.38 0.46 0.08 21.1% 2.72
ATR 0.74 0.72 -0.02 -2.7% 0.00
Volume
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 156.07 155.77 154.79
R3 155.61 155.31 154.67
R2 155.15 155.15 154.62
R1 154.85 154.85 154.58 154.77
PP 154.69 154.69 154.69 154.66
S1 154.39 154.39 154.50 154.31
S2 154.23 154.23 154.46
S3 153.77 153.93 154.41
S4 153.31 153.47 154.29
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 164.42 162.67 156.99
R3 161.70 159.95 156.24
R2 158.98 158.98 155.99
R1 157.23 157.23 155.74 156.75
PP 156.26 156.26 156.26 156.01
S1 154.51 154.51 155.24 154.03
S2 153.54 153.54 154.99
S3 150.82 151.79 154.74
S4 148.10 149.07 153.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.99 154.54 1.45 0.9% 0.33 0.2% 0% False True
10 158.00 154.54 3.46 2.2% 0.60 0.4% 0% False True 26
20 158.00 154.54 3.46 2.2% 0.38 0.2% 0% False True 14
40 158.00 151.90 6.10 3.9% 0.34 0.2% 43% False False 27
60 161.76 141.73 20.03 13.0% 0.64 0.4% 64% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 156.96
2.618 156.20
1.618 155.74
1.000 155.46
0.618 155.28
HIGH 155.00
0.618 154.82
0.500 154.77
0.382 154.72
LOW 154.54
0.618 154.26
1.000 154.08
1.618 153.80
2.618 153.34
4.250 152.59
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 154.77 155.22
PP 154.69 154.99
S1 154.62 154.77

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

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