Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 156.75 157.36 0.61 0.4% 156.59
High 157.37 157.77 0.40 0.3% 157.10
Low 156.70 157.26 0.56 0.4% 156.00
Close 157.24 157.59 0.35 0.2% 156.61
Range 0.67 0.51 -0.16 -23.9% 1.10
ATR 0.60 0.59 0.00 -0.8% 0.00
Volume 74,411 134,145 59,734 80.3% 111,116
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 159.07 158.84 157.87
R3 158.56 158.33 157.73
R2 158.05 158.05 157.68
R1 157.82 157.82 157.64 157.94
PP 157.54 157.54 157.54 157.60
S1 157.31 157.31 157.54 157.43
S2 157.03 157.03 157.50
S3 156.52 156.80 157.45
S4 156.01 156.29 157.31
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 159.87 159.34 157.22
R3 158.77 158.24 156.91
R2 157.67 157.67 156.81
R1 157.14 157.14 156.71 157.41
PP 156.57 156.57 156.57 156.70
S1 156.04 156.04 156.51 156.31
S2 155.47 155.47 156.41
S3 154.37 154.94 156.31
S4 153.27 153.84 156.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.77 156.00 1.77 1.1% 0.61 0.4% 90% True False 65,783
10 157.77 156.00 1.77 1.1% 0.57 0.4% 90% True False 39,355
20 157.77 155.98 1.79 1.1% 0.54 0.3% 90% True False 22,611
40 157.77 153.73 4.04 2.6% 0.58 0.4% 96% True False 11,667
60 157.77 151.01 6.76 4.3% 0.47 0.3% 97% True False 7,796
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159.94
2.618 159.11
1.618 158.60
1.000 158.28
0.618 158.09
HIGH 157.77
0.618 157.58
0.500 157.52
0.382 157.45
LOW 157.26
0.618 156.94
1.000 156.75
1.618 156.43
2.618 155.92
4.250 155.09
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 157.57 157.41
PP 157.54 157.23
S1 157.52 157.05

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

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