Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 157.63 157.70 0.07 0.0% 156.52
High 157.85 157.76 -0.09 -0.1% 157.97
Low 157.53 156.61 -0.92 -0.6% 156.30
Close 157.69 156.81 -0.88 -0.6% 157.44
Range 0.32 1.15 0.83 259.4% 1.67
ATR 0.60 0.64 0.04 6.6% 0.00
Volume 1,052,914 1,216,909 163,995 15.6% 3,515,397
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 160.51 159.81 157.44
R3 159.36 158.66 157.13
R2 158.21 158.21 157.02
R1 157.51 157.51 156.92 157.29
PP 157.06 157.06 157.06 156.95
S1 156.36 156.36 156.70 156.14
S2 155.91 155.91 156.60
S3 154.76 155.21 156.49
S4 153.61 154.06 156.18
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
5 157.97 156.61 1.36 0.9% 0.67 0.4% 15% False True 886,732
10 157.97 156.10 1.87 1.2% 0.63 0.4% 38% False False 760,960
20 157.97 154.58 3.39 2.2% 0.62 0.4% 66% False False 598,855
40 157.97 151.72 6.25 4.0% 0.59 0.4% 81% False False 506,031
60 157.97 150.77 7.20 4.6% 0.55 0.4% 84% False False 338,909
80 157.97 149.38 8.59 5.5% 0.57 0.4% 86% False False 254,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 162.65
2.618 160.77
1.618 159.62
1.000 158.91
0.618 158.47
HIGH 157.76
0.618 157.32
0.500 157.19
0.382 157.05
LOW 156.61
0.618 155.90
1.000 155.46
1.618 154.75
2.618 153.60
4.250 151.72
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 157.19 157.29
PP 157.06 157.13
S1 156.94 156.97

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

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