Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 13-Apr-2015
Day Change Summary
Previous Current
10-Apr-2015 13-Apr-2015 Change Change % Previous Week
Open 159.04 159.21 0.17 0.1% 158.95
High 159.37 159.40 0.03 0.0% 159.44
Low 159.01 159.03 0.02 0.0% 158.93
Close 159.19 159.20 0.01 0.0% 159.19
Range 0.36 0.37 0.01 2.8% 0.51
ATR 0.59 0.57 -0.02 -2.6% 0.00
Volume 385,582 455,024 69,442 18.0% 1,225,139
Daily Pivots for day following 13-Apr-2015
Classic Woodie Camarilla DeMark
R4 160.32 160.13 159.40
R3 159.95 159.76 159.30
R2 159.58 159.58 159.27
R1 159.39 159.39 159.23 159.30
PP 159.21 159.21 159.21 159.17
S1 159.02 159.02 159.17 158.93
S2 158.84 158.84 159.13
S3 158.47 158.65 159.10
S4 158.10 158.28 159.00
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 160.72 160.46 159.47
R3 160.21 159.95 159.33
R2 159.70 159.70 159.28
R1 159.44 159.44 159.24 159.57
PP 159.19 159.19 159.19 159.25
S1 158.93 158.93 159.14 159.06
S2 158.68 158.68 159.10
S3 158.17 158.42 159.05
S4 157.66 157.91 158.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.44 158.62 0.82 0.5% 0.38 0.2% 71% False False 393,023
10 159.44 158.05 1.39 0.9% 0.45 0.3% 83% False False 435,826
20 159.44 157.46 1.98 1.2% 0.56 0.3% 88% False False 468,789
40 159.44 155.81 3.63 2.3% 0.63 0.4% 93% False False 420,179
60 159.44 153.90 5.54 3.5% 0.63 0.4% 96% False False 281,174
80 159.44 152.03 7.41 4.7% 0.57 0.4% 97% False False 210,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 160.97
2.618 160.37
1.618 160.00
1.000 159.77
0.618 159.63
HIGH 159.40
0.618 159.26
0.500 159.22
0.382 159.17
LOW 159.03
0.618 158.80
1.000 158.66
1.618 158.43
2.618 158.06
4.250 157.46
Fisher Pivots for day following 13-Apr-2015
Pivot 1 day 3 day
R1 159.22 159.22
PP 159.21 159.21
S1 159.21 159.21

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

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