Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 153.68 153.58 -0.10 -0.1% 153.46
High 153.99 154.19 0.20 0.1% 154.77
Low 153.00 153.55 0.55 0.4% 153.00
Close 153.60 154.00 0.40 0.3% 154.00
Range 0.99 0.64 -0.35 -35.4% 1.77
ATR 1.13 1.10 -0.04 -3.1% 0.00
Volume 576,922 634,981 58,059 10.1% 3,740,651
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 155.83 155.56 154.35
R3 155.19 154.92 154.18
R2 154.55 154.55 154.12
R1 154.28 154.28 154.06 154.42
PP 153.91 153.91 153.91 153.98
S1 153.64 153.64 153.94 153.78
S2 153.27 153.27 153.88
S3 152.63 153.00 153.82
S4 151.99 152.36 153.65
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 159.23 158.39 154.97
R3 157.46 156.62 154.49
R2 155.69 155.69 154.32
R1 154.85 154.85 154.16 155.27
PP 153.92 153.92 153.92 154.14
S1 153.08 153.08 153.84 153.50
S2 152.15 152.15 153.68
S3 150.38 151.31 153.51
S4 148.61 149.54 153.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.77 153.00 1.77 1.1% 0.89 0.6% 56% False False 748,130
10 155.03 151.97 3.06 2.0% 1.16 0.8% 66% False False 818,639
20 159.55 151.44 8.11 5.3% 1.23 0.8% 32% False False 939,082
40 160.69 151.44 9.25 6.0% 0.87 0.6% 28% False False 708,710
60 160.69 151.44 9.25 6.0% 0.83 0.5% 28% False False 662,972
80 160.69 151.44 9.25 6.0% 0.76 0.5% 28% False False 499,669
100 160.69 151.44 9.25 6.0% 0.72 0.5% 28% False False 399,817
120 160.69 151.01 9.68 6.3% 0.64 0.4% 31% False False 333,189
Crabel Price Patterns
NR True
NR4 True
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 0.26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 156.91
2.618 155.87
1.618 155.23
1.000 154.83
0.618 154.59
HIGH 154.19
0.618 153.95
0.500 153.87
0.382 153.79
LOW 153.55
0.618 153.15
1.000 152.91
1.618 152.51
2.618 151.87
4.250 150.83
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 153.96 153.91
PP 153.91 153.82
S1 153.87 153.73

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

View Archives - Comment on this page... - Back to Index of Symbols