Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 157.65 157.63 -0.02 0.0% 156.52
High 157.97 157.85 -0.12 -0.1% 157.97
Low 157.37 157.53 0.16 0.1% 156.30
Close 157.44 157.69 0.25 0.2% 157.44
Range 0.60 0.32 -0.28 -46.7% 1.67
ATR 0.61 0.60 -0.01 -2.4% 0.00
Volume 359,245 1,052,914 693,669 193.1% 3,515,397
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 158.65 158.49 157.87
R3 158.33 158.17 157.78
R2 158.01 158.01 157.75
R1 157.85 157.85 157.72 157.93
PP 157.69 157.69 157.69 157.73
S1 157.53 157.53 157.66 157.61
S2 157.37 157.37 157.63
S3 157.05 157.21 157.60
S4 156.73 156.89 157.51
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
5 157.97 156.56 1.41 0.9% 0.53 0.3% 80% False False 792,410
10 157.97 156.10 1.87 1.2% 0.61 0.4% 85% False False 715,181
20 157.97 154.53 3.44 2.2% 0.61 0.4% 92% False False 565,595
40 157.97 151.72 6.25 4.0% 0.57 0.4% 96% False False 475,818
60 157.97 150.77 7.20 4.6% 0.55 0.3% 96% False False 318,727
80 157.97 149.38 8.59 5.4% 0.56 0.4% 97% False False 239,561
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 159.21
2.618 158.69
1.618 158.37
1.000 158.17
0.618 158.05
HIGH 157.85
0.618 157.73
0.500 157.69
0.382 157.65
LOW 157.53
0.618 157.33
1.000 157.21
1.618 157.01
2.618 156.69
4.250 156.17
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 157.69 157.62
PP 157.69 157.55
S1 157.69 157.49

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

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