Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 154.90 155.27 0.37 0.2% 154.26
High 155.24 155.70 0.46 0.3% 155.70
Low 154.79 155.06 0.27 0.2% 154.04
Close 154.90 155.43 0.53 0.3% 155.43
Range 0.45 0.64 0.19 42.2% 1.66
ATR 1.03 1.01 -0.02 -1.6% 0.00
Volume 566,721 866,354 299,633 52.9% 2,712,710
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 157.32 157.01 155.78
R3 156.68 156.37 155.61
R2 156.04 156.04 155.55
R1 155.73 155.73 155.49 155.89
PP 155.40 155.40 155.40 155.47
S1 155.09 155.09 155.37 155.25
S2 154.76 154.76 155.31
S3 154.12 154.45 155.25
S4 153.48 153.81 155.08
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 160.04 159.39 156.34
R3 158.38 157.73 155.89
R2 156.72 156.72 155.73
R1 156.07 156.07 155.58 156.40
PP 155.06 155.06 155.06 155.22
S1 154.41 154.41 155.28 154.74
S2 153.40 153.40 155.13
S3 151.74 152.75 154.97
S4 150.08 151.09 154.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.70 153.55 2.15 1.4% 0.69 0.4% 87% True False 669,538
10 155.70 153.00 2.70 1.7% 0.81 0.5% 90% True False 702,002
20 157.89 151.44 6.45 4.1% 1.22 0.8% 62% False False 911,223
40 160.69 151.44 9.25 6.0% 0.89 0.6% 43% False False 731,371
60 160.69 151.44 9.25 6.0% 0.84 0.5% 43% False False 699,115
80 160.69 151.44 9.25 6.0% 0.76 0.5% 43% False False 533,482
100 160.69 151.44 9.25 6.0% 0.73 0.5% 43% False False 426,942
120 160.69 151.01 9.68 6.2% 0.66 0.4% 46% False False 355,794
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.42
2.618 157.38
1.618 156.74
1.000 156.34
0.618 156.10
HIGH 155.70
0.618 155.46
0.500 155.38
0.382 155.30
LOW 155.06
0.618 154.66
1.000 154.42
1.618 154.02
2.618 153.38
4.250 152.34
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 155.41 155.30
PP 155.40 155.16
S1 155.38 155.03

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

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