Euro Bund Future June 2015

Trading Metrics calculated at close of trading on 01-Jun-2015

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	155.27	155.47	0.20	0.1%	154.26
High	155.70	155.79	0.09	0.1%	155.70
Low	155.06	154.58	-0.48	-0.3%	154.04
Close	155.43	155.25	-0.18	-0.1%	155.43
Range	0.64	1.21	0.57	89.1%	1.66
ATR	1.01	1.03	0.01	1.4%	0.00
Volume	866,354	1,679,602	813,248	93.9%	2,712,710

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	158.84	158.25	155.92
R3	157.63	157.04	155.58
R2	156.42	156.42	155.47
R1	155.83	155.83	155.36	155.52
PP	155.21	155.21	155.21	155.05
S1	154.62	154.62	155.14	154.31
S2	154.00	154.00	155.03
S3	152.79	153.41	154.92
S4	151.58	152.20	154.58

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	155.79	154.04	1.75	1.1%	0.80	0.5%	69%	True	False	878,462
10	155.79	153.00	2.79	1.8%	0.84	0.5%	81%	True	False	813,296
20	156.75	151.44	5.31	3.4%	1.21	0.8%	72%	False	False	963,557
40	160.69	151.44	9.25	6.0%	0.90	0.6%	41%	False	False	760,950
60	160.69	151.44	9.25	6.0%	0.85	0.5%	41%	False	False	713,873
80	160.69	151.44	9.25	6.0%	0.77	0.5%	41%	False	False	554,456
100	160.69	151.44	9.25	6.0%	0.74	0.5%	41%	False	False	443,736
120	160.69	151.01	9.68	6.2%	0.67	0.4%	44%	False	False	369,791

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	160.93
2.618	158.96
1.618	157.75
1.000	157.00
0.618	156.54
HIGH	155.79
0.618	155.33
0.500	155.19
0.382	155.04
LOW	154.58
0.618	153.83
1.000	153.37
1.618	152.62
2.618	151.41
4.250	149.44

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	155.23	155.23
PP	155.21	155.21
S1	155.19	155.19

Download as Excel Spreadsheet

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

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