Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 156.40 156.85 0.45 0.3% 155.14
High 157.20 157.26 0.06 0.0% 156.57
Low 156.29 156.51 0.22 0.1% 155.06
Close 156.92 156.73 -0.19 -0.1% 156.48
Range 0.91 0.75 -0.16 -17.6% 1.51
ATR 0.60 0.61 0.01 1.8% 0.00
Volume 759,121 676,217 -82,904 -10.9% 1,156,242
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 159.08 158.66 157.14
R3 158.33 157.91 156.94
R2 157.58 157.58 156.87
R1 157.16 157.16 156.80 157.00
PP 156.83 156.83 156.83 156.75
S1 156.41 156.41 156.66 156.25
S2 156.08 156.08 156.59
S3 155.33 155.66 156.52
S4 154.58 154.91 156.32
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
5 157.26 155.56 1.70 1.1% 0.65 0.4% 69% True False 620,250
10 157.26 154.58 2.68 1.7% 0.62 0.4% 80% True False 447,738
20 157.26 152.50 4.76 3.0% 0.62 0.4% 89% True False 537,109
40 157.26 151.56 5.70 3.6% 0.54 0.3% 91% True False 334,590
60 157.26 150.72 6.54 4.2% 0.58 0.4% 92% True False 223,953
80 157.26 148.17 9.09 5.8% 0.55 0.4% 94% True False 168,118
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 160.45
2.618 159.22
1.618 158.47
1.000 158.01
0.618 157.72
HIGH 157.26
0.618 156.97
0.500 156.89
0.382 156.80
LOW 156.51
0.618 156.05
1.000 155.76
1.618 155.30
2.618 154.55
4.250 153.32
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 156.89 156.73
PP 156.83 156.73
S1 156.78 156.73

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

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