Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 156.95 157.02 0.07 0.0% 156.51
High 157.41 157.70 0.29 0.2% 157.26
Low 156.84 157.00 0.16 0.1% 156.10
Close 157.26 157.44 0.18 0.1% 156.74
Range 0.57 0.70 0.13 22.8% 1.16
ATR 0.61 0.61 0.01 1.1% 0.00
Volume 902,298 902,298 0 0.0% 3,318,521
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 159.48 159.16 157.83
R3 158.78 158.46 157.63
R2 158.08 158.08 157.57
R1 157.76 157.76 157.50 157.92
PP 157.38 157.38 157.38 157.46
S1 157.06 157.06 157.38 157.22
S2 156.68 156.68 157.31
S3 155.98 156.36 157.25
S4 155.28 155.66 157.06
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 160.18 159.62 157.38
R3 159.02 158.46 157.06
R2 157.86 157.86 156.95
R1 157.30 157.30 156.85 157.58
PP 156.70 156.70 156.70 156.84
S1 156.14 156.14 156.63 156.42
S2 155.54 155.54 156.53
S3 154.38 154.98 156.42
S4 153.22 153.82 156.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.70 156.10 1.60 1.0% 0.60 0.4% 84% True False 728,100
10 157.70 155.74 1.96 1.2% 0.64 0.4% 87% True False 706,816
20 157.70 154.23 3.47 2.2% 0.61 0.4% 93% True False 560,929
40 157.70 151.72 5.98 3.8% 0.56 0.4% 96% True False 441,290
60 157.70 150.77 6.93 4.4% 0.55 0.3% 96% True False 295,466
80 157.70 148.17 9.53 6.1% 0.56 0.4% 97% True False 221,912
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 160.68
2.618 159.53
1.618 158.83
1.000 158.40
0.618 158.13
HIGH 157.70
0.618 157.43
0.500 157.35
0.382 157.27
LOW 157.00
0.618 156.57
1.000 156.30
1.618 155.87
2.618 155.17
4.250 154.03
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 157.41 157.34
PP 157.38 157.23
S1 157.35 157.13

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

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