Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 153.54 153.88 0.34 0.2% 154.77
High 154.77 154.46 -0.31 -0.2% 155.03
Low 153.48 153.55 0.07 0.0% 151.97
Close 153.89 153.67 -0.22 -0.1% 153.56
Range 1.29 0.91 -0.38 -29.5% 3.06
ATR 1.16 1.15 -0.02 -1.6% 0.00
Volume 681,953 857,831 175,878 25.8% 4,445,739
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 156.62 156.06 154.17
R3 155.71 155.15 153.92
R2 154.80 154.80 153.84
R1 154.24 154.24 153.75 154.07
PP 153.89 153.89 153.89 153.81
S1 153.33 153.33 153.59 153.16
S2 152.98 152.98 153.50
S3 152.07 152.42 153.42
S4 151.16 151.51 153.17
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
5 154.77 152.01 2.76 1.8% 0.98 0.6% 60% False False 752,785
10 155.03 151.44 3.59 2.3% 1.44 0.9% 62% False False 941,937
20 160.18 151.44 8.74 5.7% 1.23 0.8% 26% False False 936,622
40 160.69 151.44 9.25 6.0% 0.85 0.6% 24% False False 701,481
60 160.69 151.44 9.25 6.0% 0.82 0.5% 24% False False 643,865
80 160.69 151.44 9.25 6.0% 0.76 0.5% 24% False False 484,547
100 160.69 151.44 9.25 6.0% 0.70 0.5% 24% False False 387,698
120 160.69 151.00 9.69 6.3% 0.63 0.4% 28% False False 323,089
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.33
2.618 156.84
1.618 155.93
1.000 155.37
0.618 155.02
HIGH 154.46
0.618 154.11
0.500 154.01
0.382 153.90
LOW 153.55
0.618 152.99
1.000 152.64
1.618 152.08
2.618 151.17
4.250 149.68
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 154.01 154.01
PP 153.89 153.89
S1 153.78 153.78

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

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