Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 158.61 157.93 -0.68 -0.4% 156.23
High 158.83 158.18 -0.65 -0.4% 158.83
Low 157.90 157.58 -0.32 -0.2% 156.20
Close 157.96 157.99 0.03 0.0% 157.99
Range 0.93 0.60 -0.33 -35.5% 2.63
ATR 0.76 0.75 -0.01 -1.5% 0.00
Volume 593,095 511,357 -81,738 -13.8% 3,320,726
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 159.72 159.45 158.32
R3 159.12 158.85 158.16
R2 158.52 158.52 158.10
R1 158.25 158.25 158.05 158.39
PP 157.92 157.92 157.92 157.98
S1 157.65 157.65 157.94 157.79
S2 157.32 157.32 157.88
S3 156.72 157.05 157.83
S4 156.12 156.45 157.66
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 165.56 164.41 159.44
R3 162.93 161.78 158.71
R2 160.30 160.30 158.47
R1 159.15 159.15 158.23 159.73
PP 157.67 157.67 157.67 157.96
S1 156.52 156.52 157.75 157.10
S2 155.04 155.04 157.51
S3 152.41 153.89 157.27
S4 149.78 151.26 156.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.83 156.20 2.63 1.7% 0.92 0.6% 68% False False 664,145
10 158.83 155.81 3.02 1.9% 0.87 0.6% 72% False False 785,379
20 158.83 155.81 3.02 1.9% 0.74 0.5% 72% False False 426,284
40 158.83 153.90 4.93 3.1% 0.68 0.4% 83% False False 214,935
60 158.83 152.53 6.30 4.0% 0.59 0.4% 87% False False 143,356
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 160.73
2.618 159.75
1.618 159.15
1.000 158.78
0.618 158.55
HIGH 158.18
0.618 157.95
0.500 157.88
0.382 157.81
LOW 157.58
0.618 157.21
1.000 156.98
1.618 156.61
2.618 156.01
4.250 155.03
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 157.95 158.21
PP 157.92 158.13
S1 157.88 158.06

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

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