Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 159.44 159.08 -0.36 -0.2% 158.53
High 159.64 159.26 -0.38 -0.2% 160.00
Low 159.01 158.74 -0.27 -0.2% 158.41
Close 159.13 159.00 -0.13 -0.1% 159.46
Range 0.63 0.52 -0.11 -17.5% 1.59
ATR 0.67 0.66 -0.01 -1.6% 0.00
Volume 1,327,595 1,208,723 -118,872 -9.0% 3,549,688
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 160.56 160.30 159.29
R3 160.04 159.78 159.14
R2 159.52 159.52 159.10
R1 159.26 159.26 159.05 159.13
PP 159.00 159.00 159.00 158.94
S1 158.74 158.74 158.95 158.61
S2 158.48 158.48 158.90
S3 157.96 158.22 158.86
S4 157.44 157.70 158.71
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
5 160.00 158.74 1.26 0.8% 0.59 0.4% 21% False True 961,393
10 160.00 158.20 1.80 1.1% 0.60 0.4% 44% False False 800,367
20 160.00 158.18 1.82 1.1% 0.63 0.4% 45% False False 694,340
40 160.00 156.00 4.00 2.5% 0.70 0.4% 75% False False 699,181
60 160.00 152.50 7.50 4.7% 0.67 0.4% 87% False False 642,275
80 160.00 151.48 8.52 5.4% 0.61 0.4% 88% False False 489,821
100 160.00 150.51 9.49 6.0% 0.62 0.4% 89% False False 392,397
120 160.00 148.17 11.83 7.4% 0.59 0.4% 92% False False 327,055
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 161.47
2.618 160.62
1.618 160.10
1.000 159.78
0.618 159.58
HIGH 159.26
0.618 159.06
0.500 159.00
0.382 158.94
LOW 158.74
0.618 158.42
1.000 158.22
1.618 157.90
2.618 157.38
4.250 156.53
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 159.00 159.27
PP 159.00 159.18
S1 159.00 159.09

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

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