Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 30-Dec-2014
Day Change Summary
Previous Current
29-Dec-2014 30-Dec-2014 Change Change % Previous Week
Open 155.14 155.69 0.55 0.4% 155.23
High 155.88 155.96 0.08 0.1% 155.31
Low 155.06 155.56 0.50 0.3% 154.90
Close 155.82 155.87 0.05 0.0% 155.17
Range 0.82 0.40 -0.42 -51.2% 0.41
ATR 0.58 0.56 -0.01 -2.2% 0.00
Volume 225,347 337,404 112,057 49.7% 442,877
Daily Pivots for day following 30-Dec-2014
Classic Woodie Camarilla DeMark
R4 157.00 156.83 156.09
R3 156.60 156.43 155.98
R2 156.20 156.20 155.94
R1 156.03 156.03 155.91 156.12
PP 155.80 155.80 155.80 155.84
S1 155.63 155.63 155.83 155.72
S2 155.40 155.40 155.80
S3 155.00 155.23 155.76
S4 154.60 154.83 155.65
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 156.36 156.17 155.40
R3 155.95 155.76 155.28
R2 155.54 155.54 155.25
R1 155.35 155.35 155.21 155.24
PP 155.13 155.13 155.13 155.07
S1 154.94 154.94 155.13 154.83
S2 154.72 154.72 155.09
S3 154.31 154.53 155.06
S4 153.90 154.12 154.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.96 154.58 1.38 0.9% 0.51 0.3% 93% True False 271,916
10 155.96 154.23 1.73 1.1% 0.58 0.4% 95% True False 415,043
20 155.96 152.50 3.46 2.2% 0.57 0.4% 97% True False 511,377
40 155.96 151.35 4.61 3.0% 0.51 0.3% 98% True False 265,649
60 155.96 150.16 5.80 3.7% 0.56 0.4% 98% True False 178,007
80 155.96 148.17 7.79 5.0% 0.54 0.3% 99% True False 133,573
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157.66
2.618 157.01
1.618 156.61
1.000 156.36
0.618 156.21
HIGH 155.96
0.618 155.81
0.500 155.76
0.382 155.71
LOW 155.56
0.618 155.31
1.000 155.16
1.618 154.91
2.618 154.51
4.250 153.86
Fisher Pivots for day following 30-Dec-2014
Pivot 1 day 3 day
R1 155.83 155.73
PP 155.80 155.58
S1 155.76 155.44

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

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