Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 01-Apr-2015
Day Change Summary
Previous Current
31-Mar-2015 01-Apr-2015 Change Change % Previous Week
Open 158.54 158.72 0.18 0.1% 158.88
High 158.88 159.21 0.33 0.2% 158.95
Low 158.35 158.56 0.21 0.1% 158.05
Close 158.76 158.94 0.18 0.1% 158.54
Range 0.53 0.65 0.12 22.6% 0.90
ATR 0.64 0.64 0.00 0.1% 0.00
Volume 572,243 399,227 -173,016 -30.2% 2,298,398
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 160.85 160.55 159.30
R3 160.20 159.90 159.12
R2 159.55 159.55 159.06
R1 159.25 159.25 159.00 159.40
PP 158.90 158.90 158.90 158.98
S1 158.60 158.60 158.88 158.75
S2 158.25 158.25 158.82
S3 157.60 157.95 158.76
S4 156.95 157.30 158.58
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
5 159.21 158.05 1.16 0.7% 0.52 0.3% 77% True False 478,630
10 159.21 158.05 1.16 0.7% 0.53 0.3% 77% True False 456,616
20 159.21 155.81 3.40 2.1% 0.74 0.5% 92% True False 554,485
40 159.21 155.81 3.40 2.1% 0.65 0.4% 92% True False 371,824
60 159.21 153.90 5.31 3.3% 0.63 0.4% 95% True False 248,436
80 159.21 151.01 8.20 5.2% 0.56 0.4% 97% True False 186,355
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 7 trading days
Fibonacci Retracements and Extensions
4.250 161.97
2.618 160.91
1.618 160.26
1.000 159.86
0.618 159.61
HIGH 159.21
0.618 158.96
0.500 158.89
0.382 158.81
LOW 158.56
0.618 158.16
1.000 157.91
1.618 157.51
2.618 156.86
4.250 155.80
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 158.92 158.89
PP 158.90 158.83
S1 158.89 158.78

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

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