Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 08-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 08-Apr-2015 Change Change % Previous Week
Open 158.92 158.95 0.03 0.0% 158.52
High 159.07 159.19 0.12 0.1% 159.21
Low 158.62 158.93 0.31 0.2% 158.35
Close 158.75 159.08 0.33 0.2% 158.75
Range 0.45 0.26 -0.19 -42.2% 0.86
ATR 0.63 0.62 -0.01 -2.1% 0.00
Volume 284,953 454,404 169,451 59.5% 1,752,852
Daily Pivots for day following 08-Apr-2015
Classic Woodie Camarilla DeMark
R4 159.85 159.72 159.22
R3 159.59 159.46 159.15
R2 159.33 159.33 159.13
R1 159.20 159.20 159.10 159.27
PP 159.07 159.07 159.07 159.10
S1 158.94 158.94 159.06 159.01
S2 158.81 158.81 159.03
S3 158.55 158.68 159.01
S4 158.29 158.42 158.94
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 161.35 160.91 159.22
R3 160.49 160.05 158.99
R2 159.63 159.63 158.91
R1 159.19 159.19 158.83 159.41
PP 158.77 158.77 158.77 158.88
S1 158.33 158.33 158.67 158.55
S2 157.91 157.91 158.59
S3 157.05 157.47 158.51
S4 156.19 156.61 158.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.21 158.35 0.86 0.5% 0.48 0.3% 85% False False 441,451
10 159.21 158.05 1.16 0.7% 0.50 0.3% 89% False False 450,565
20 159.21 156.20 3.01 1.9% 0.65 0.4% 96% False False 518,315
40 159.21 155.81 3.40 2.1% 0.63 0.4% 96% False False 390,046
60 159.21 153.90 5.31 3.3% 0.63 0.4% 98% False False 260,751
80 159.21 151.21 8.00 5.0% 0.56 0.4% 98% False False 195,597
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 160.30
2.618 159.87
1.618 159.61
1.000 159.45
0.618 159.35
HIGH 159.19
0.618 159.09
0.500 159.06
0.382 159.03
LOW 158.93
0.618 158.77
1.000 158.67
1.618 158.51
2.618 158.25
4.250 157.83
Fisher Pivots for day following 08-Apr-2015
Pivot 1 day 3 day
R1 159.07 159.02
PP 159.07 158.95
S1 159.06 158.89

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

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