Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 155.47 154.85 -0.62 -0.4% 154.26
High 155.79 154.97 -0.82 -0.5% 155.70
Low 154.58 152.73 -1.85 -1.2% 154.04
Close 155.25 153.13 -2.12 -1.4% 155.43
Range 1.21 2.24 1.03 85.1% 1.66
ATR 1.03 1.13 0.11 10.4% 0.00
Volume 1,679,602 1,701,614 22,012 1.3% 2,712,710
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 160.33 158.97 154.36
R3 158.09 156.73 153.75
R2 155.85 155.85 153.54
R1 154.49 154.49 153.34 154.05
PP 153.61 153.61 153.61 153.39
S1 152.25 152.25 152.92 151.81
S2 151.37 151.37 152.72
S3 149.13 150.01 152.51
S4 146.89 147.77 151.90
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
5 155.79 152.73 3.06 2.0% 1.07 0.7% 13% False True 1,076,202
10 155.79 152.73 3.06 2.0% 1.01 0.7% 13% False True 884,561
20 156.22 151.44 4.78 3.1% 1.26 0.8% 35% False False 987,571
40 160.69 151.44 9.25 6.0% 0.95 0.6% 18% False False 789,184
60 160.69 151.44 9.25 6.0% 0.88 0.6% 18% False False 726,935
80 160.69 151.44 9.25 6.0% 0.79 0.5% 18% False False 575,709
100 160.69 151.44 9.25 6.0% 0.76 0.5% 18% False False 460,748
120 160.69 151.01 9.68 6.3% 0.68 0.4% 22% False False 383,971
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 164.49
2.618 160.83
1.618 158.59
1.000 157.21
0.618 156.35
HIGH 154.97
0.618 154.11
0.500 153.85
0.382 153.59
LOW 152.73
0.618 151.35
1.000 150.49
1.618 149.11
2.618 146.87
4.250 143.21
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 153.85 154.26
PP 153.61 153.88
S1 153.37 153.51

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

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