Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 157.70 156.62 -1.08 -0.7% 156.52
High 157.76 158.08 0.32 0.2% 157.97
Low 156.61 156.00 -0.61 -0.4% 156.30
Close 156.81 157.74 0.93 0.6% 157.44
Range 1.15 2.08 0.93 80.9% 1.67
ATR 0.64 0.74 0.10 16.2% 0.00
Volume 1,216,909 822,034 -394,875 -32.4% 3,515,397
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 163.51 162.71 158.88
R3 161.43 160.63 158.31
R2 159.35 159.35 158.12
R1 158.55 158.55 157.93 158.95
PP 157.27 157.27 157.27 157.48
S1 156.47 156.47 157.55 156.87
S2 155.19 155.19 157.36
S3 153.11 154.39 157.17
S4 151.03 152.31 156.60
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
5 158.08 156.00 2.08 1.3% 0.97 0.6% 84% True True 870,680
10 158.08 156.00 2.08 1.3% 0.77 0.5% 84% True True 775,542
20 158.08 154.58 3.50 2.2% 0.69 0.4% 90% True False 611,640
40 158.08 151.87 6.21 3.9% 0.62 0.4% 95% True False 525,904
60 158.08 150.77 7.31 4.6% 0.58 0.4% 95% True False 352,520
80 158.08 149.51 8.57 5.4% 0.59 0.4% 96% True False 265,030
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 166.92
2.618 163.53
1.618 161.45
1.000 160.16
0.618 159.37
HIGH 158.08
0.618 157.29
0.500 157.04
0.382 156.79
LOW 156.00
0.618 154.71
1.000 153.92
1.618 152.63
2.618 150.55
4.250 147.16
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 157.51 157.51
PP 157.27 157.27
S1 157.04 157.04

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

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