Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 158.93 158.79 -0.14 -0.1% 158.02
High 159.00 158.98 -0.02 0.0% 159.13
Low 158.45 158.59 0.14 0.1% 157.46
Close 158.69 158.76 0.07 0.0% 158.76
Range 0.55 0.39 -0.16 -29.1% 1.67
ATR 0.75 0.72 -0.03 -3.4% 0.00
Volume 369,248 430,619 61,371 16.6% 2,539,925
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 159.95 159.74 158.97
R3 159.56 159.35 158.87
R2 159.17 159.17 158.83
R1 158.96 158.96 158.80 158.87
PP 158.78 158.78 158.78 158.73
S1 158.57 158.57 158.72 158.48
S2 158.39 158.39 158.69
S3 158.00 158.18 158.65
S4 157.61 157.79 158.55
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 163.46 162.78 159.68
R3 161.79 161.11 159.22
R2 160.12 160.12 159.07
R1 159.44 159.44 158.91 159.78
PP 158.45 158.45 158.45 158.62
S1 157.77 157.77 158.61 158.11
S2 156.78 156.78 158.45
S3 155.11 156.10 158.30
S4 153.44 154.43 157.84
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% 0.68 0.4% 78% False False 507,985
10 159.13 156.20 2.93 1.8% 0.80 0.5% 87% False False 586,065
20 159.13 155.81 3.32 2.1% 0.74 0.5% 89% False False 547,724
40 159.13 155.69 3.44 2.2% 0.66 0.4% 89% False False 278,367
60 159.13 152.97 6.16 3.9% 0.61 0.4% 94% False False 185,686
80 159.13 151.00 8.13 5.1% 0.53 0.3% 95% False False 139,277
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 160.64
2.618 160.00
1.618 159.61
1.000 159.37
0.618 159.22
HIGH 158.98
0.618 158.83
0.500 158.79
0.382 158.74
LOW 158.59
0.618 158.35
1.000 158.20
1.618 157.96
2.618 157.57
4.250 156.93
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 158.79 158.63
PP 158.78 158.50
S1 158.77 158.38

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

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