Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 158.31 158.17 -0.14 -0.1% 157.63
High 158.48 159.19 0.71 0.4% 158.94
Low 158.15 157.83 -0.32 -0.2% 156.00
Close 158.42 158.74 0.32 0.2% 158.73
Range 0.33 1.36 1.03 312.1% 2.94
ATR 0.75 0.80 0.04 5.7% 0.00
Volume 674,402 578,317 -96,085 -14.2% 3,639,557
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 162.67 162.06 159.49
R3 161.31 160.70 159.11
R2 159.95 159.95 158.99
R1 159.34 159.34 158.86 159.65
PP 158.59 158.59 158.59 158.74
S1 157.98 157.98 158.62 158.29
S2 157.23 157.23 158.49
S3 155.87 156.62 158.37
S4 154.51 155.26 157.99
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 166.71 165.66 160.35
R3 163.77 162.72 159.54
R2 160.83 160.83 159.27
R1 159.78 159.78 159.00 160.31
PP 157.89 157.89 157.89 158.15
S1 156.84 156.84 158.46 157.37
S2 154.95 154.95 158.19
S3 152.01 153.90 157.92
S4 149.07 150.96 157.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.19 156.00 3.19 2.0% 1.19 0.7% 86% True False 643,562
10 159.19 156.00 3.19 2.0% 0.93 0.6% 86% True False 765,147
20 159.19 155.06 4.13 2.6% 0.78 0.5% 89% True False 673,889
40 159.19 152.50 6.69 4.2% 0.67 0.4% 93% True False 582,873
60 159.19 150.83 8.36 5.3% 0.60 0.4% 95% True False 392,403
80 159.19 150.16 9.03 5.7% 0.62 0.4% 95% True False 294,962
100 159.19 148.17 11.02 6.9% 0.58 0.4% 96% True False 236,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 164.97
2.618 162.75
1.618 161.39
1.000 160.55
0.618 160.03
HIGH 159.19
0.618 158.67
0.500 158.51
0.382 158.35
LOW 157.83
0.618 156.99
1.000 156.47
1.618 155.63
2.618 154.27
4.250 152.05
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 158.66 158.66
PP 158.59 158.59
S1 158.51 158.51

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

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