Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 156.23 157.29 1.06 0.7% 157.21
High 157.37 158.49 1.12 0.7% 157.42
Low 156.20 157.26 1.06 0.7% 155.81
Close 157.28 158.33 1.05 0.7% 156.16
Range 1.17 1.23 0.06 5.1% 1.61
ATR 0.71 0.75 0.04 5.2% 0.00
Volume 692,541 770,215 77,674 11.2% 4,533,068
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 161.72 161.25 159.01
R3 160.49 160.02 158.67
R2 159.26 159.26 158.56
R1 158.79 158.79 158.44 159.03
PP 158.03 158.03 158.03 158.14
S1 157.56 157.56 158.22 157.80
S2 156.80 156.80 158.10
S3 155.57 156.33 157.99
S4 154.34 155.10 157.65
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
5 158.49 155.81 2.68 1.7% 1.08 0.7% 94% True False 856,751
10 158.49 155.81 2.68 1.7% 0.83 0.5% 94% True False 648,504
20 158.49 155.81 2.68 1.7% 0.69 0.4% 94% True False 334,067
40 158.49 153.90 4.59 2.9% 0.66 0.4% 97% True False 168,530
60 158.49 151.91 6.58 4.2% 0.56 0.4% 98% True False 112,394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 163.72
2.618 161.71
1.618 160.48
1.000 159.72
0.618 159.25
HIGH 158.49
0.618 158.02
0.500 157.88
0.382 157.73
LOW 157.26
0.618 156.50
1.000 156.03
1.618 155.27
2.618 154.04
4.250 152.03
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 158.18 157.99
PP 158.03 157.65
S1 157.88 157.31

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

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