Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 24-Feb-2015
Day Change Summary
Previous Current
23-Feb-2015 24-Feb-2015 Change Change % Previous Week
Open 158.53 158.95 0.42 0.3% 159.36
High 158.95 158.95 0.00 0.0% 159.36
Low 158.41 158.51 0.10 0.1% 158.20
Close 158.86 158.86 0.00 0.0% 158.82
Range 0.54 0.44 -0.10 -18.5% 1.16
ATR 0.70 0.68 -0.02 -2.7% 0.00
Volume 558,504 720,536 162,032 29.0% 2,630,378
Daily Pivots for day following 24-Feb-2015
Classic Woodie Camarilla DeMark
R4 160.09 159.92 159.10
R3 159.65 159.48 158.98
R2 159.21 159.21 158.94
R1 159.04 159.04 158.90 158.91
PP 158.77 158.77 158.77 158.71
S1 158.60 158.60 158.82 158.47
S2 158.33 158.33 158.78
S3 157.89 158.16 158.74
S4 157.45 157.72 158.62
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 162.27 161.71 159.46
R3 161.11 160.55 159.14
R2 159.95 159.95 159.03
R1 159.39 159.39 158.93 159.09
PP 158.79 158.79 158.79 158.65
S1 158.23 158.23 158.71 157.93
S2 157.63 157.63 158.61
S3 156.47 157.07 158.50
S4 155.31 155.91 158.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.20 158.20 1.00 0.6% 0.60 0.4% 66% False False 639,341
10 159.36 158.18 1.18 0.7% 0.63 0.4% 58% False False 585,408
20 159.54 157.83 1.71 1.1% 0.66 0.4% 60% False False 604,573
40 159.54 154.90 4.64 2.9% 0.70 0.4% 85% False False 618,985
60 159.54 152.50 7.04 4.4% 0.65 0.4% 90% False False 570,483
80 159.54 150.78 8.76 5.5% 0.61 0.4% 92% False False 429,796
100 159.54 149.82 9.72 6.1% 0.62 0.4% 93% False False 344,361
120 159.54 148.17 11.37 7.2% 0.58 0.4% 94% False False 286,998
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 160.82
2.618 160.10
1.618 159.66
1.000 159.39
0.618 159.22
HIGH 158.95
0.618 158.78
0.500 158.73
0.382 158.68
LOW 158.51
0.618 158.24
1.000 158.07
1.618 157.80
2.618 157.36
4.250 156.64
Fisher Pivots for day following 24-Feb-2015
Pivot 1 day 3 day
R1 158.82 158.81
PP 158.77 158.75
S1 158.73 158.70

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

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