Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 152.15 153.10 0.95 0.6% 154.77
High 153.21 153.90 0.69 0.5% 155.03
Low 152.01 153.01 1.00 0.7% 151.97
Close 152.70 153.56 0.86 0.6% 153.56
Range 1.20 0.89 -0.31 -25.8% 3.06
ATR 1.20 1.20 0.00 0.0% 0.00
Volume 668,513 566,665 -101,848 -15.2% 4,445,739
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 156.16 155.75 154.05
R3 155.27 154.86 153.80
R2 154.38 154.38 153.72
R1 153.97 153.97 153.64 154.18
PP 153.49 153.49 153.49 153.59
S1 153.08 153.08 153.48 153.29
S2 152.60 152.60 153.40
S3 151.71 152.19 153.32
S4 150.82 151.30 153.07
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 162.70 161.19 155.24
R3 159.64 158.13 154.40
R2 156.58 156.58 154.12
R1 155.07 155.07 153.84 154.30
PP 153.52 153.52 153.52 153.13
S1 152.01 152.01 153.28 151.24
S2 150.46 150.46 153.00
S3 147.40 148.95 152.72
S4 144.34 145.89 151.88
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% 1.43 0.9% 52% False False 889,147
10 156.75 151.44 5.31 3.5% 1.57 1.0% 40% False False 1,113,817
20 160.69 151.44 9.25 6.0% 1.16 0.8% 23% False False 889,053
40 160.69 151.44 9.25 6.0% 0.84 0.5% 23% False False 679,048
60 160.69 151.44 9.25 6.0% 0.81 0.5% 23% False False 602,328
80 160.69 151.44 9.25 6.0% 0.77 0.5% 23% False False 452,960
100 160.69 151.44 9.25 6.0% 0.69 0.5% 23% False False 362,411
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 157.68
2.618 156.23
1.618 155.34
1.000 154.79
0.618 154.45
HIGH 153.90
0.618 153.56
0.500 153.46
0.382 153.35
LOW 153.01
0.618 152.46
1.000 152.12
1.618 151.57
2.618 150.68
4.250 149.23
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 153.53 153.40
PP 153.49 153.23
S1 153.46 153.07

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

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