Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 158.40 158.61 0.21 0.1% 157.21
High 158.79 158.83 0.04 0.0% 157.42
Low 158.14 157.90 -0.24 -0.2% 155.81
Close 158.64 157.96 -0.68 -0.4% 156.16
Range 0.65 0.93 0.28 43.1% 1.61
ATR 0.74 0.76 0.01 1.8% 0.00
Volume 753,518 593,095 -160,423 -21.3% 4,533,068
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 161.02 160.42 158.47
R3 160.09 159.49 158.22
R2 159.16 159.16 158.13
R1 158.56 158.56 158.05 158.40
PP 158.23 158.23 158.23 158.15
S1 157.63 157.63 157.87 157.47
S2 157.30 157.30 157.79
S3 156.37 156.70 157.70
S4 155.44 155.77 157.45
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
5 158.83 156.12 2.71 1.7% 1.00 0.6% 68% True False 700,382
10 158.83 155.81 3.02 1.9% 0.87 0.6% 71% True False 762,310
20 158.83 155.81 3.02 1.9% 0.72 0.5% 71% True False 400,832
40 158.83 153.90 4.93 3.1% 0.68 0.4% 82% True False 202,189
60 158.83 152.46 6.37 4.0% 0.58 0.4% 86% True False 134,836
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.78
2.618 161.26
1.618 160.33
1.000 159.76
0.618 159.40
HIGH 158.83
0.618 158.47
0.500 158.37
0.382 158.26
LOW 157.90
0.618 157.33
1.000 156.97
1.618 156.40
2.618 155.47
4.250 153.95
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 158.37 158.05
PP 158.23 158.02
S1 158.10 157.99

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

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