Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 153.73 154.36 0.63 0.4% 156.68
High 154.44 154.96 0.52 0.3% 156.75
Low 151.44 153.56 2.12 1.4% 151.44
Close 154.00 154.76 0.76 0.5% 154.76
Range 3.00 1.40 -1.60 -53.3% 5.31
ATR 0.99 1.02 0.03 3.0% 0.00
Volume 1,725,063 719,821 -1,005,242 -58.3% 6,692,439
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 158.63 158.09 155.53
R3 157.23 156.69 155.15
R2 155.83 155.83 155.02
R1 155.29 155.29 154.89 155.56
PP 154.43 154.43 154.43 154.56
S1 153.89 153.89 154.63 154.16
S2 153.03 153.03 154.50
S3 151.63 152.49 154.38
S4 150.23 151.09 153.99
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 170.25 167.81 157.68
R3 164.94 162.50 156.22
R2 159.63 159.63 155.73
R1 157.19 157.19 155.25 155.76
PP 154.32 154.32 154.32 153.60
S1 151.88 151.88 154.27 150.45
S2 149.01 149.01 153.79
S3 143.70 146.57 153.30
S4 138.39 141.26 151.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.75 151.44 5.31 3.4% 1.72 1.1% 63% False False 1,338,487
10 159.55 151.44 8.11 5.2% 1.31 0.8% 41% False False 1,059,525
20 160.69 151.44 9.25 6.0% 0.91 0.6% 36% False False 788,166
40 160.69 151.44 9.25 6.0% 0.76 0.5% 36% False False 645,556
60 160.69 151.44 9.25 6.0% 0.73 0.5% 36% False False 529,051
80 160.69 151.44 9.25 6.0% 0.70 0.5% 36% False False 397,417
100 160.69 151.44 9.25 6.0% 0.63 0.4% 36% False False 317,962
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 160.91
2.618 158.63
1.618 157.23
1.000 156.36
0.618 155.83
HIGH 154.96
0.618 154.43
0.500 154.26
0.382 154.09
LOW 153.56
0.618 152.69
1.000 152.16
1.618 151.29
2.618 149.89
4.250 147.61
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 154.59 154.24
PP 154.43 153.72
S1 154.26 153.21

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

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