Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 158.44 158.52 0.08 0.1% 158.88
High 158.60 158.89 0.29 0.2% 158.95
Low 158.05 158.39 0.34 0.2% 158.05
Close 158.54 158.48 -0.06 0.0% 158.54
Range 0.55 0.50 -0.05 -9.1% 0.90
ATR 0.66 0.65 -0.01 -1.8% 0.00
Volume 395,013 496,429 101,416 25.7% 2,298,398
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 160.09 159.78 158.76
R3 159.59 159.28 158.62
R2 159.09 159.09 158.57
R1 158.78 158.78 158.53 158.69
PP 158.59 158.59 158.59 158.54
S1 158.28 158.28 158.43 158.19
S2 158.09 158.09 158.39
S3 157.59 157.78 158.34
S4 157.09 157.28 158.21
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 161.21 160.78 159.04
R3 160.31 159.88 158.79
R2 159.41 159.41 158.71
R1 158.98 158.98 158.62 158.75
PP 158.51 158.51 158.51 158.40
S1 158.08 158.08 158.46 157.85
S2 157.61 157.61 158.38
S3 156.71 157.18 158.29
S4 155.81 156.28 158.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.89 158.05 0.84 0.5% 0.49 0.3% 51% True False 460,545
10 159.13 157.50 1.63 1.0% 0.59 0.4% 60% False False 485,686
20 159.13 155.81 3.32 2.1% 0.73 0.5% 80% False False 619,719
40 159.13 155.81 3.32 2.1% 0.64 0.4% 80% False False 347,962
60 159.13 153.90 5.23 3.3% 0.63 0.4% 88% False False 232,259
80 159.13 151.01 8.12 5.1% 0.55 0.3% 92% False False 174,212
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.02
2.618 160.20
1.618 159.70
1.000 159.39
0.618 159.20
HIGH 158.89
0.618 158.70
0.500 158.64
0.382 158.58
LOW 158.39
0.618 158.08
1.000 157.89
1.618 157.58
2.618 157.08
4.250 156.27
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 158.64 158.48
PP 158.59 158.47
S1 158.53 158.47

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

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