Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 159.08 158.78 -0.30 -0.2% 158.53
High 159.26 159.04 -0.22 -0.1% 160.00
Low 158.74 158.60 -0.14 -0.1% 158.41
Close 159.00 158.77 -0.23 -0.1% 159.46
Range 0.52 0.44 -0.08 -15.4% 1.59
ATR 0.66 0.64 -0.02 -2.4% 0.00
Volume 1,208,723 608,332 -600,391 -49.7% 3,549,688
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 160.12 159.89 159.01
R3 159.68 159.45 158.89
R2 159.24 159.24 158.85
R1 159.01 159.01 158.81 158.91
PP 158.80 158.80 158.80 158.75
S1 158.57 158.57 158.73 158.47
S2 158.36 158.36 158.69
S3 157.92 158.13 158.65
S4 157.48 157.69 158.53
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
5 160.00 158.60 1.40 0.9% 0.54 0.3% 12% False True 944,365
10 160.00 158.20 1.80 1.1% 0.59 0.4% 32% False False 792,144
20 160.00 158.18 1.82 1.1% 0.62 0.4% 32% False False 690,978
40 160.00 156.00 4.00 2.5% 0.70 0.4% 69% False False 696,014
60 160.00 152.50 7.50 4.7% 0.66 0.4% 84% False False 645,083
80 160.00 151.56 8.44 5.3% 0.61 0.4% 85% False False 497,413
100 160.00 150.51 9.49 6.0% 0.62 0.4% 87% False False 398,472
120 160.00 148.17 11.83 7.5% 0.60 0.4% 90% False False 332,123
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 6 trading days
Fibonacci Retracements and Extensions
4.250 160.91
2.618 160.19
1.618 159.75
1.000 159.48
0.618 159.31
HIGH 159.04
0.618 158.87
0.500 158.82
0.382 158.77
LOW 158.60
0.618 158.33
1.000 158.16
1.618 157.89
2.618 157.45
4.250 156.73
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 158.82 159.12
PP 158.80 159.00
S1 158.79 158.89

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

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