Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 152.95 152.15 -0.80 -0.5% 156.68
High 154.16 153.21 -0.95 -0.6% 156.75
Low 151.97 152.01 0.04 0.0% 151.44
Close 152.72 152.70 -0.02 0.0% 154.76
Range 2.19 1.20 -0.99 -45.2% 5.31
ATR 1.20 1.20 0.00 0.0% 0.00
Volume 709,421 668,513 -40,908 -5.8% 6,692,439
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 156.24 155.67 153.36
R3 155.04 154.47 153.03
R2 153.84 153.84 152.92
R1 153.27 153.27 152.81 153.56
PP 152.64 152.64 152.64 152.78
S1 152.07 152.07 152.59 152.36
S2 151.44 151.44 152.48
S3 150.24 150.87 152.37
S4 149.04 149.67 152.04
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
5 155.03 151.97 3.06 2.0% 1.53 1.0% 24% False False 919,779
10 157.89 151.44 6.45 4.2% 1.63 1.1% 20% False False 1,120,444
20 160.69 151.44 9.25 6.1% 1.14 0.7% 14% False False 885,061
40 160.69 151.44 9.25 6.1% 0.84 0.5% 14% False False 676,828
60 160.69 151.44 9.25 6.1% 0.80 0.5% 14% False False 593,313
80 160.69 151.44 9.25 6.1% 0.76 0.5% 14% False False 445,881
100 160.69 151.44 9.25 6.1% 0.69 0.4% 14% False False 356,745
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 0.40
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 158.31
2.618 156.35
1.618 155.15
1.000 154.41
0.618 153.95
HIGH 153.21
0.618 152.75
0.500 152.61
0.382 152.47
LOW 152.01
0.618 151.27
1.000 150.81
1.618 150.07
2.618 148.87
4.250 146.91
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 152.67 153.07
PP 152.64 152.94
S1 152.61 152.82

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

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