Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 157.78 157.67 -0.11 -0.1% 156.23
High 157.83 159.13 1.30 0.8% 158.83
Low 157.50 157.62 0.12 0.1% 156.20
Close 157.59 158.65 1.06 0.7% 157.99
Range 0.33 1.51 1.18 357.6% 2.63
ATR 0.71 0.77 0.06 8.4% 0.00
Volume 734,829 527,346 -207,483 -28.2% 3,320,726
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 163.00 162.33 159.48
R3 161.49 160.82 159.07
R2 159.98 159.98 158.93
R1 159.31 159.31 158.79 159.65
PP 158.47 158.47 158.47 158.63
S1 157.80 157.80 158.51 158.14
S2 156.96 156.96 158.37
S3 155.45 156.29 158.23
S4 153.94 154.78 157.82
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
5 159.13 157.46 1.67 1.1% 0.79 0.5% 71% True False 568,902
10 159.13 155.81 3.32 2.1% 0.96 0.6% 86% True False 652,354
20 159.13 155.81 3.32 2.1% 0.76 0.5% 86% True False 511,200
40 159.13 153.90 5.23 3.3% 0.71 0.4% 91% True False 258,417
60 159.13 152.64 6.49 4.1% 0.61 0.4% 93% True False 172,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 165.55
2.618 163.08
1.618 161.57
1.000 160.64
0.618 160.06
HIGH 159.13
0.618 158.55
0.500 158.38
0.382 158.20
LOW 157.62
0.618 156.69
1.000 156.11
1.618 155.18
2.618 153.67
4.250 151.20
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 158.56 158.53
PP 158.47 158.41
S1 158.38 158.30

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

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