Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 155.84 156.51 0.67 0.4% 155.14
High 156.57 156.58 0.01 0.0% 156.57
Low 155.74 156.20 0.46 0.3% 155.06
Close 156.48 156.22 -0.26 -0.2% 156.48
Range 0.83 0.38 -0.45 -54.2% 1.51
ATR 0.58 0.57 -0.01 -2.5% 0.00
Volume 593,491 735,017 141,526 23.8% 1,156,242
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 157.47 157.23 156.43
R3 157.09 156.85 156.32
R2 156.71 156.71 156.29
R1 156.47 156.47 156.25 156.40
PP 156.33 156.33 156.33 156.30
S1 156.09 156.09 156.19 156.02
S2 155.95 155.95 156.15
S3 155.57 155.71 156.12
S4 155.19 155.33 156.01
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 160.57 160.03 157.31
R3 159.06 158.52 156.90
R2 157.55 157.55 156.76
R1 157.01 157.01 156.62 157.28
PP 156.04 156.04 156.04 156.17
S1 155.50 155.50 156.34 155.77
S2 154.53 154.53 156.20
S3 153.02 153.99 156.06
S4 151.51 152.48 155.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.58 154.92 1.66 1.1% 0.56 0.4% 78% True False 425,878
10 156.58 154.53 2.05 1.3% 0.60 0.4% 82% True False 416,008
20 156.58 152.50 4.08 2.6% 0.58 0.4% 91% True False 543,220
40 156.58 151.56 5.02 3.2% 0.52 0.3% 93% True False 298,811
60 156.58 150.51 6.07 3.9% 0.57 0.4% 94% True False 200,110
80 156.58 148.17 8.41 5.4% 0.54 0.3% 96% True False 150,178
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 False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 158.20
2.618 157.57
1.618 157.19
1.000 156.96
0.618 156.81
HIGH 156.58
0.618 156.43
0.500 156.39
0.382 156.35
LOW 156.20
0.618 155.97
1.000 155.82
1.618 155.59
2.618 155.21
4.250 154.59
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 156.39 156.17
PP 156.33 156.12
S1 156.28 156.07

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

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