Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 10-Feb-2015
Day Change Summary
Previous Current
09-Feb-2015 10-Feb-2015 Change Change % Previous Week
Open 158.58 158.62 0.04 0.0% 159.37
High 159.11 158.80 -0.31 -0.2% 159.50
Low 158.45 158.18 -0.27 -0.2% 158.32
Close 158.84 158.46 -0.38 -0.2% 158.42
Range 0.66 0.62 -0.04 -6.1% 1.18
ATR 0.74 0.73 -0.01 -0.8% 0.00
Volume 755,055 424,022 -331,033 -43.8% 3,110,597
Daily Pivots for day following 10-Feb-2015
Classic Woodie Camarilla DeMark
R4 160.34 160.02 158.80
R3 159.72 159.40 158.63
R2 159.10 159.10 158.57
R1 158.78 158.78 158.52 158.63
PP 158.48 158.48 158.48 158.41
S1 158.16 158.16 158.40 158.01
S2 157.86 157.86 158.35
S3 157.24 157.54 158.29
S4 156.62 156.92 158.12
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 162.29 161.53 159.07
R3 161.11 160.35 158.74
R2 159.93 159.93 158.64
R1 159.17 159.17 158.53 158.96
PP 158.75 158.75 158.75 158.64
S1 157.99 157.99 158.31 157.78
S2 157.57 157.57 158.20
S3 156.39 156.81 158.10
S4 155.21 155.63 157.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.18 158.18 1.00 0.6% 0.66 0.4% 28% False True 594,839
10 159.54 157.83 1.71 1.1% 0.73 0.5% 37% False False 598,699
20 159.54 156.00 3.54 2.2% 0.78 0.5% 69% False False 690,272
40 159.54 153.45 6.09 3.8% 0.68 0.4% 82% False False 603,801
60 159.54 151.72 7.82 4.9% 0.63 0.4% 86% False False 482,169
80 159.54 150.77 8.77 5.5% 0.64 0.4% 88% False False 362,421
100 159.54 148.17 11.37 7.2% 0.60 0.4% 91% False False 290,088
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 161.44
2.618 160.42
1.618 159.80
1.000 159.42
0.618 159.18
HIGH 158.80
0.618 158.56
0.500 158.49
0.382 158.42
LOW 158.18
0.618 157.80
1.000 157.56
1.618 157.18
2.618 156.56
4.250 155.55
Fisher Pivots for day following 10-Feb-2015
Pivot 1 day 3 day
R1 158.49 158.65
PP 158.48 158.58
S1 158.47 158.52

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

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