Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 159.17 159.40 0.23 0.1% 160.34
High 159.38 159.55 0.17 0.1% 160.51
Low 158.93 159.03 0.10 0.1% 158.93
Close 159.29 159.19 -0.10 -0.1% 159.29
Range 0.45 0.52 0.07 15.6% 1.58
ATR 0.57 0.56 0.00 -0.6% 0.00
Volume 392,338 495,192 102,854 26.2% 2,779,162
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 160.82 160.52 159.48
R3 160.30 160.00 159.33
R2 159.78 159.78 159.29
R1 159.48 159.48 159.24 159.37
PP 159.26 159.26 159.26 159.20
S1 158.96 158.96 159.14 158.85
S2 158.74 158.74 159.09
S3 158.22 158.44 159.05
S4 157.70 157.92 158.90
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 164.32 163.38 160.16
R3 162.74 161.80 159.72
R2 161.16 161.16 159.58
R1 160.22 160.22 159.43 159.90
PP 159.58 159.58 159.58 159.42
S1 158.64 158.64 159.15 158.32
S2 158.00 158.00 159.00
S3 156.42 157.06 158.86
S4 154.84 155.48 158.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.44 158.93 1.51 0.9% 0.64 0.4% 17% False False 553,460
10 160.69 158.93 1.76 1.1% 0.55 0.3% 15% False False 521,499
20 160.69 158.05 2.64 1.7% 0.50 0.3% 43% False False 478,663
40 160.69 155.81 4.88 3.1% 0.62 0.4% 69% False False 543,873
60 160.69 155.81 4.88 3.1% 0.60 0.4% 69% False False 367,893
80 160.69 153.70 6.99 4.4% 0.60 0.4% 79% False False 276,094
100 160.69 151.01 9.68 6.1% 0.53 0.3% 85% False False 220,885
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.76
2.618 160.91
1.618 160.39
1.000 160.07
0.618 159.87
HIGH 159.55
0.618 159.35
0.500 159.29
0.382 159.23
LOW 159.03
0.618 158.71
1.000 158.51
1.618 158.19
2.618 157.67
4.250 156.82
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 159.29 159.26
PP 159.26 159.23
S1 159.22 159.21

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

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