Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 154.71 154.90 0.19 0.1% 153.46
High 155.15 155.24 0.09 0.1% 154.77
Low 154.36 154.79 0.43 0.3% 153.00
Close 154.71 154.90 0.19 0.1% 154.00
Range 0.79 0.45 -0.34 -43.0% 1.77
ATR 1.07 1.03 -0.04 -3.6% 0.00
Volume 566,721 566,721 0 0.0% 3,740,651
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 156.33 156.06 155.15
R3 155.88 155.61 155.02
R2 155.43 155.43 154.98
R1 155.16 155.16 154.94 155.13
PP 154.98 154.98 154.98 154.96
S1 154.71 154.71 154.86 154.68
S2 154.53 154.53 154.82
S3 154.08 154.26 154.78
S4 153.63 153.81 154.65
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
5 155.24 153.00 2.24 1.4% 0.76 0.5% 85% True False 611,651
10 155.24 152.01 3.23 2.1% 0.87 0.6% 89% True False 682,218
20 159.21 151.44 7.77 5.0% 1.27 0.8% 45% False False 929,465
40 160.69 151.44 9.25 6.0% 0.88 0.6% 37% False False 719,587
60 160.69 151.44 9.25 6.0% 0.84 0.5% 37% False False 689,354
80 160.69 151.44 9.25 6.0% 0.76 0.5% 37% False False 522,668
100 160.69 151.44 9.25 6.0% 0.73 0.5% 37% False False 418,279
120 160.69 151.01 9.68 6.2% 0.65 0.4% 40% False False 348,575
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 157.15
2.618 156.42
1.618 155.97
1.000 155.69
0.618 155.52
HIGH 155.24
0.618 155.07
0.500 155.02
0.382 154.96
LOW 154.79
0.618 154.51
1.000 154.34
1.618 154.06
2.618 153.61
4.250 152.88
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 155.02 154.81
PP 154.98 154.73
S1 154.94 154.64

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

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