Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 20-Apr-2015
Day Change Summary
Previous Current
17-Apr-2015 20-Apr-2015 Change Change % Previous Week
Open 160.32 160.34 0.02 0.0% 159.21
High 160.69 160.51 -0.18 -0.1% 160.69
Low 160.21 160.24 0.03 0.0% 159.03
Close 160.29 160.36 0.07 0.0% 160.29
Range 0.48 0.27 -0.21 -43.8% 1.66
ATR 0.56 0.53 -0.02 -3.7% 0.00
Volume 353,245 507,052 153,807 43.5% 2,395,668
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 161.18 161.04 160.51
R3 160.91 160.77 160.43
R2 160.64 160.64 160.41
R1 160.50 160.50 160.38 160.57
PP 160.37 160.37 160.37 160.41
S1 160.23 160.23 160.34 160.30
S2 160.10 160.10 160.31
S3 159.83 159.96 160.29
S4 159.56 159.69 160.21
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 164.98 164.30 161.20
R3 163.32 162.64 160.75
R2 161.66 161.66 160.59
R1 160.98 160.98 160.44 161.32
PP 160.00 160.00 160.00 160.18
S1 159.32 159.32 160.14 159.66
S2 158.34 158.34 159.99
S3 156.68 157.66 159.83
S4 155.02 156.00 159.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.69 159.24 1.45 0.9% 0.45 0.3% 77% False False 489,539
10 160.69 158.62 2.07 1.3% 0.41 0.3% 84% False False 441,281
20 160.69 158.05 2.64 1.6% 0.47 0.3% 88% False False 448,948
40 160.69 155.81 4.88 3.0% 0.62 0.4% 93% False False 480,074
60 160.69 153.90 6.79 4.2% 0.63 0.4% 95% False False 321,927
80 160.69 152.64 8.05 5.0% 0.57 0.4% 96% False False 241,504
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 161.66
2.618 161.22
1.618 160.95
1.000 160.78
0.618 160.68
HIGH 160.51
0.618 160.41
0.500 160.38
0.382 160.34
LOW 160.24
0.618 160.07
1.000 159.97
1.618 159.80
2.618 159.53
4.250 159.09
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 160.38 160.34
PP 160.37 160.32
S1 160.37 160.30

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

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