Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 153.58 154.26 0.68 0.4% 153.46
High 154.19 154.95 0.76 0.5% 154.77
Low 153.55 154.04 0.49 0.3% 153.00
Close 154.00 154.77 0.77 0.5% 154.00
Range 0.64 0.91 0.27 42.2% 1.77
ATR 1.10 1.09 -0.01 -1.0% 0.00
Volume 634,981 712,914 77,933 12.3% 3,740,651
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 157.32 156.95 155.27
R3 156.41 156.04 155.02
R2 155.50 155.50 154.94
R1 155.13 155.13 154.85 155.32
PP 154.59 154.59 154.59 154.68
S1 154.22 154.22 154.69 154.41
S2 153.68 153.68 154.60
S3 152.77 153.31 154.52
S4 151.86 152.40 154.27
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
5 154.95 153.00 1.95 1.3% 0.95 0.6% 91% True False 692,920
10 154.95 151.97 2.98 1.9% 1.09 0.7% 94% True False 764,873
20 159.55 151.44 8.11 5.2% 1.26 0.8% 41% False False 955,111
40 160.69 151.44 9.25 6.0% 0.87 0.6% 36% False False 715,379
60 160.69 151.44 9.25 6.0% 0.84 0.5% 36% False False 673,939
80 160.69 151.44 9.25 6.0% 0.77 0.5% 36% False False 508,538
100 160.69 151.44 9.25 6.0% 0.73 0.5% 36% False False 406,946
120 160.69 151.01 9.68 6.3% 0.65 0.4% 39% False False 339,129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.82
2.618 157.33
1.618 156.42
1.000 155.86
0.618 155.51
HIGH 154.95
0.618 154.60
0.500 154.50
0.382 154.39
LOW 154.04
0.618 153.48
1.000 153.13
1.618 152.57
2.618 151.66
4.250 150.17
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 154.68 154.51
PP 154.59 154.24
S1 154.50 153.98

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

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