Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 156.47 157.15 0.68 0.4% 157.21
High 157.33 157.16 -0.17 -0.1% 157.42
Low 155.81 156.12 0.31 0.2% 155.81
Close 156.79 156.16 -0.63 -0.4% 156.16
Range 1.52 1.04 -0.48 -31.6% 1.61
ATR 0.65 0.68 0.03 4.3% 0.00
Volume 770,217 692,541 -77,676 -10.1% 4,533,068
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 159.60 158.92 156.73
R3 158.56 157.88 156.45
R2 157.52 157.52 156.35
R1 156.84 156.84 156.26 156.66
PP 156.48 156.48 156.48 156.39
S1 155.80 155.80 156.06 155.62
S2 155.44 155.44 155.97
S3 154.40 154.76 155.87
S4 153.36 153.72 155.59
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 161.29 160.34 157.05
R3 159.68 158.73 156.60
R2 158.07 158.07 156.46
R1 157.12 157.12 156.31 156.79
PP 156.46 156.46 156.46 156.30
S1 155.51 155.51 156.01 155.18
S2 154.85 154.85 155.86
S3 153.24 153.90 155.72
S4 151.63 152.29 155.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.42 155.81 1.61 1.0% 0.83 0.5% 22% False False 906,613
10 157.77 155.81 1.96 1.3% 0.68 0.4% 18% False False 509,384
20 157.77 155.81 1.96 1.3% 0.62 0.4% 18% False False 261,778
40 157.77 153.90 3.87 2.5% 0.62 0.4% 58% False False 131,969
60 157.77 151.21 6.56 4.2% 0.53 0.3% 75% False False 88,024
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.58
2.618 159.88
1.618 158.84
1.000 158.20
0.618 157.80
HIGH 157.16
0.618 156.76
0.500 156.64
0.382 156.52
LOW 156.12
0.618 155.48
1.000 155.08
1.618 154.44
2.618 153.40
4.250 151.70
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 156.64 156.57
PP 156.48 156.43
S1 156.32 156.30

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

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