Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 158.70 159.37 0.67 0.4% 158.88
High 159.54 159.50 -0.04 0.0% 159.54
Low 158.62 159.16 0.54 0.3% 157.83
Close 159.39 159.35 -0.04 0.0% 159.39
Range 0.92 0.34 -0.58 -63.0% 1.71
ATR 0.80 0.76 -0.03 -4.1% 0.00
Volume 484,028 639,894 155,866 32.2% 2,967,084
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 160.36 160.19 159.54
R3 160.02 159.85 159.44
R2 159.68 159.68 159.41
R1 159.51 159.51 159.38 159.43
PP 159.34 159.34 159.34 159.29
S1 159.17 159.17 159.32 159.09
S2 159.00 159.00 159.29
S3 158.66 158.83 159.26
S4 158.32 158.49 159.16
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 164.05 163.43 160.33
R3 162.34 161.72 159.86
R2 160.63 160.63 159.70
R1 160.01 160.01 159.55 160.32
PP 158.92 158.92 158.92 159.08
S1 158.30 158.30 159.23 158.61
S2 157.21 157.21 159.08
S3 155.50 156.59 158.92
S4 153.79 154.88 158.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.54 157.83 1.71 1.1% 0.72 0.5% 89% False False 602,323
10 159.54 156.00 3.54 2.2% 0.93 0.6% 95% False False 724,653
20 159.54 156.00 3.54 2.2% 0.77 0.5% 95% False False 704,022
40 159.54 152.50 7.04 4.4% 0.69 0.4% 97% False False 616,242
60 159.54 151.48 8.06 5.1% 0.61 0.4% 98% False False 421,647
80 159.54 150.51 9.03 5.7% 0.62 0.4% 98% False False 316,911
100 159.54 148.17 11.37 7.1% 0.59 0.4% 98% False False 253,598
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 160.95
2.618 160.39
1.618 160.05
1.000 159.84
0.618 159.71
HIGH 159.50
0.618 159.37
0.500 159.33
0.382 159.29
LOW 159.16
0.618 158.95
1.000 158.82
1.618 158.61
2.618 158.27
4.250 157.72
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 159.34 159.24
PP 159.34 159.12
S1 159.33 159.01

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

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