Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 156.67 156.11 -0.56 -0.4% 155.39
High 156.69 156.22 -0.47 -0.3% 156.68
Low 155.96 155.95 -0.01 0.0% 153.90
Close 155.93 156.21 0.28 0.2% 156.51
Range 0.73 0.27 -0.46 -63.0% 2.78
ATR 0.64 0.61 -0.02 -3.9% 0.00
Volume 1,630 3,435 1,805 110.7% 2,656
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 156.94 156.84 156.36
R3 156.67 156.57 156.28
R2 156.40 156.40 156.26
R1 156.30 156.30 156.23 156.35
PP 156.13 156.13 156.13 156.15
S1 156.03 156.03 156.19 156.08
S2 155.86 155.86 156.16
S3 155.59 155.76 156.14
S4 155.32 155.49 156.06
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 164.04 163.05 158.04
R3 161.26 160.27 157.27
R2 158.48 158.48 157.02
R1 157.49 157.49 156.76 157.99
PP 155.70 155.70 155.70 155.94
S1 154.71 154.71 156.26 155.21
S2 152.92 152.92 156.00
S3 150.14 151.93 155.75
S4 147.36 149.15 154.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.69 153.90 2.79 1.8% 0.97 0.6% 83% False False 1,448
10 156.69 153.90 2.79 1.8% 0.68 0.4% 83% False False 950
20 156.69 153.31 3.38 2.2% 0.56 0.4% 86% False False 577
40 156.69 151.01 5.68 3.6% 0.40 0.3% 92% False False 313
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 0.07
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 157.37
2.618 156.93
1.618 156.66
1.000 156.49
0.618 156.39
HIGH 156.22
0.618 156.12
0.500 156.09
0.382 156.05
LOW 155.95
0.618 155.78
1.000 155.68
1.618 155.51
2.618 155.24
4.250 154.80
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 156.17 156.21
PP 156.13 156.20
S1 156.09 156.20

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

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