Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 159.54 159.80 0.26 0.2% 158.53
High 160.00 159.80 -0.20 -0.1% 160.00
Low 159.47 159.22 -0.25 -0.2% 158.41
Close 159.80 159.46 -0.34 -0.2% 159.46
Range 0.53 0.58 0.05 9.4% 1.59
ATR 0.68 0.67 -0.01 -1.0% 0.00
Volume 844,131 733,045 -111,086 -13.2% 3,549,688
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 161.23 160.93 159.78
R3 160.65 160.35 159.62
R2 160.07 160.07 159.57
R1 159.77 159.77 159.51 159.63
PP 159.49 159.49 159.49 159.43
S1 159.19 159.19 159.41 159.05
S2 158.91 158.91 159.35
S3 158.33 158.61 159.30
S4 157.75 158.03 159.14
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 164.06 163.35 160.33
R3 162.47 161.76 159.90
R2 160.88 160.88 159.75
R1 160.17 160.17 159.61 160.53
PP 159.29 159.29 159.29 159.47
S1 158.58 158.58 159.31 158.94
S2 157.70 157.70 159.17
S3 156.11 156.99 159.02
S4 154.52 155.40 158.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.00 158.41 1.59 1.0% 0.55 0.3% 66% False False 709,937
10 160.00 158.20 1.80 1.1% 0.63 0.4% 70% False False 644,834
20 160.00 158.18 1.82 1.1% 0.64 0.4% 70% False False 623,720
40 160.00 155.56 4.44 2.8% 0.70 0.4% 88% False False 659,046
60 160.00 152.50 7.50 4.7% 0.66 0.4% 93% False False 605,692
80 160.00 151.00 9.00 5.6% 0.61 0.4% 94% False False 458,139
100 160.00 150.16 9.84 6.2% 0.62 0.4% 95% False False 367,054
120 160.00 148.17 11.83 7.4% 0.59 0.4% 95% False False 305,919
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.27
2.618 161.32
1.618 160.74
1.000 160.38
0.618 160.16
HIGH 159.80
0.618 159.58
0.500 159.51
0.382 159.44
LOW 159.22
0.618 158.86
1.000 158.64
1.618 158.28
2.618 157.70
4.250 156.76
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 159.51 159.46
PP 159.49 159.45
S1 159.48 159.45

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

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