Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 157.02 157.65 0.63 0.4% 156.52
High 157.70 157.97 0.27 0.2% 157.97
Low 157.00 157.37 0.37 0.2% 156.30
Close 157.44 157.44 0.00 0.0% 157.44
Range 0.70 0.60 -0.10 -14.3% 1.67
ATR 0.61 0.61 0.00 -0.1% 0.00
Volume 902,298 359,245 -543,053 -60.2% 3,515,397
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 159.39 159.02 157.77
R3 158.79 158.42 157.61
R2 158.19 158.19 157.55
R1 157.82 157.82 157.50 157.71
PP 157.59 157.59 157.59 157.54
S1 157.22 157.22 157.39 157.11
S2 156.99 156.99 157.33
S3 156.39 156.62 157.28
S4 155.79 156.02 157.11
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 162.25 161.51 158.36
R3 160.58 159.84 157.90
R2 158.91 158.91 157.75
R1 158.17 158.17 157.59 158.54
PP 157.24 157.24 157.24 157.42
S1 156.50 156.50 157.29 156.87
S2 155.57 155.57 157.13
S3 153.90 154.83 156.98
S4 152.23 153.16 156.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.97 156.30 1.67 1.1% 0.59 0.4% 68% True False 703,079
10 157.97 156.10 1.87 1.2% 0.61 0.4% 72% True False 683,391
20 157.97 154.35 3.62 2.3% 0.61 0.4% 85% True False 555,277
40 157.97 151.72 6.25 4.0% 0.57 0.4% 92% True False 449,845
60 157.97 150.77 7.20 4.6% 0.55 0.3% 93% True False 301,204
80 157.97 149.15 8.82 5.6% 0.56 0.4% 94% True False 226,402
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
4.250 160.52
2.618 159.54
1.618 158.94
1.000 158.57
0.618 158.34
HIGH 157.97
0.618 157.74
0.500 157.67
0.382 157.60
LOW 157.37
0.618 157.00
1.000 156.77
1.618 156.40
2.618 155.80
4.250 154.82
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 157.67 157.43
PP 157.59 157.42
S1 157.52 157.41

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

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