Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 159.40 159.20 -0.20 -0.1% 160.34
High 159.55 159.47 -0.08 -0.1% 160.51
Low 159.03 159.05 0.02 0.0% 158.93
Close 159.19 159.27 0.08 0.1% 159.29
Range 0.52 0.42 -0.10 -19.2% 1.58
ATR 0.56 0.55 -0.01 -1.8% 0.00
Volume 495,192 1,151,159 655,967 132.5% 2,779,162
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 160.52 160.32 159.50
R3 160.10 159.90 159.39
R2 159.68 159.68 159.35
R1 159.48 159.48 159.31 159.58
PP 159.26 159.26 159.26 159.32
S1 159.06 159.06 159.23 159.16
S2 158.84 158.84 159.19
S3 158.42 158.64 159.15
S4 158.00 158.22 159.04
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
5 160.18 158.93 1.25 0.8% 0.60 0.4% 27% False False 640,277
10 160.69 158.93 1.76 1.1% 0.55 0.3% 19% False False 587,498
20 160.69 158.05 2.64 1.7% 0.50 0.3% 46% False False 509,709
40 160.69 155.81 4.88 3.1% 0.62 0.4% 71% False False 569,298
60 160.69 155.81 4.88 3.1% 0.59 0.4% 71% False False 387,069
80 160.69 153.73 6.96 4.4% 0.60 0.4% 80% False False 290,482
100 160.69 151.01 9.68 6.1% 0.53 0.3% 85% False False 232,397
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 161.26
2.618 160.57
1.618 160.15
1.000 159.89
0.618 159.73
HIGH 159.47
0.618 159.31
0.500 159.26
0.382 159.21
LOW 159.05
0.618 158.79
1.000 158.63
1.618 158.37
2.618 157.95
4.250 157.27
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 159.27 159.26
PP 159.26 159.25
S1 159.26 159.24

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

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