Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 159.37 159.34 -0.03 0.0% 158.88
High 159.50 159.37 -0.13 -0.1% 159.54
Low 159.16 158.66 -0.50 -0.3% 157.83
Close 159.35 158.91 -0.44 -0.3% 159.39
Range 0.34 0.71 0.37 108.8% 1.71
ATR 0.76 0.76 0.00 -0.5% 0.00
Volume 639,894 675,582 35,688 5.6% 2,967,084
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 161.11 160.72 159.30
R3 160.40 160.01 159.11
R2 159.69 159.69 159.04
R1 159.30 159.30 158.98 159.14
PP 158.98 158.98 158.98 158.90
S1 158.59 158.59 158.84 158.43
S2 158.27 158.27 158.78
S3 157.56 157.88 158.71
S4 156.85 157.17 158.52
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% 0.79 0.5% 63% False False 602,559
10 159.54 156.00 3.54 2.2% 0.97 0.6% 82% False False 686,920
20 159.54 156.00 3.54 2.2% 0.79 0.5% 82% False False 701,050
40 159.54 152.50 7.04 4.4% 0.68 0.4% 91% False False 622,135
60 159.54 151.56 7.98 5.0% 0.61 0.4% 92% False False 432,891
80 159.54 150.51 9.03 5.7% 0.63 0.4% 93% False False 325,345
100 159.54 148.17 11.37 7.2% 0.59 0.4% 94% False False 260,352
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.39
2.618 161.23
1.618 160.52
1.000 160.08
0.618 159.81
HIGH 159.37
0.618 159.10
0.500 159.02
0.382 158.93
LOW 158.66
0.618 158.22
1.000 157.95
1.618 157.51
2.618 156.80
4.250 155.64
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 159.02 159.08
PP 158.98 159.02
S1 158.95 158.97

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

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