Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 160.34 160.36 0.02 0.0% 159.21
High 160.51 160.44 -0.07 0.0% 160.69
Low 160.24 159.82 -0.42 -0.3% 159.03
Close 160.36 160.00 -0.36 -0.2% 160.29
Range 0.27 0.62 0.35 129.6% 1.66
ATR 0.53 0.54 0.01 1.1% 0.00
Volume 507,052 717,074 210,022 41.4% 2,395,668
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 161.95 161.59 160.34
R3 161.33 160.97 160.17
R2 160.71 160.71 160.11
R1 160.35 160.35 160.06 160.22
PP 160.09 160.09 160.09 160.02
S1 159.73 159.73 159.94 159.60
S2 159.47 159.47 159.89
S3 158.85 159.11 159.83
S4 158.23 158.49 159.66
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
5 160.69 159.44 1.25 0.8% 0.50 0.3% 45% False False 534,719
10 160.69 158.93 1.76 1.1% 0.43 0.3% 61% False False 484,493
20 160.69 158.05 2.64 1.7% 0.47 0.3% 74% False False 466,340
40 160.69 155.81 4.88 3.1% 0.62 0.4% 86% False False 497,487
60 160.69 155.69 5.00 3.1% 0.61 0.4% 86% False False 333,855
80 160.69 152.75 7.94 5.0% 0.57 0.4% 91% False False 250,467
100 160.69 151.00 9.69 6.1% 0.51 0.3% 93% False False 200,383
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 0.08
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 163.08
2.618 162.06
1.618 161.44
1.000 161.06
0.618 160.82
HIGH 160.44
0.618 160.20
0.500 160.13
0.382 160.06
LOW 159.82
0.618 159.44
1.000 159.20
1.618 158.82
2.618 158.20
4.250 157.19
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 160.13 160.26
PP 160.09 160.17
S1 160.04 160.09

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

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