Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 158.02 157.78 -0.24 -0.2% 156.23
High 158.06 157.83 -0.23 -0.1% 158.83
Low 157.46 157.50 0.04 0.0% 156.20
Close 157.70 157.59 -0.11 -0.1% 157.99
Range 0.60 0.33 -0.27 -45.0% 2.63
ATR 0.74 0.71 -0.03 -3.9% 0.00
Volume 477,883 734,829 256,946 53.8% 3,320,726
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 158.63 158.44 157.77
R3 158.30 158.11 157.68
R2 157.97 157.97 157.65
R1 157.78 157.78 157.62 157.71
PP 157.64 157.64 157.64 157.61
S1 157.45 157.45 157.56 157.38
S2 157.31 157.31 157.53
S3 156.98 157.12 157.50
S4 156.65 156.79 157.41
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
5 158.83 157.46 1.37 0.9% 0.62 0.4% 9% False False 614,136
10 158.83 155.81 3.02 1.9% 0.85 0.5% 59% False False 735,443
20 158.83 155.81 3.02 1.9% 0.71 0.5% 59% False False 485,023
40 158.83 153.90 4.93 3.1% 0.69 0.4% 75% False False 245,241
60 158.83 152.64 6.19 3.9% 0.59 0.4% 80% False False 163,567
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 159.23
2.618 158.69
1.618 158.36
1.000 158.16
0.618 158.03
HIGH 157.83
0.618 157.70
0.500 157.67
0.382 157.63
LOW 157.50
0.618 157.30
1.000 157.17
1.618 156.97
2.618 156.64
4.250 156.10
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 157.67 157.82
PP 157.64 157.74
S1 157.62 157.67

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

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