Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 151.54 151.45 -0.09 -0.1% 155.47
High 151.75 151.82 0.07 0.0% 155.79
Low 150.49 150.89 0.40 0.3% 149.60
Close 151.65 151.50 -0.15 -0.1% 151.65
Range 1.26 0.93 -0.33 -26.2% 6.19
ATR 1.31 1.28 -0.03 -2.1% 0.00
Volume 18,668 18,668 0 0.0% 5,002,379
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 154.19 153.78 152.01
R3 153.26 152.85 151.76
R2 152.33 152.33 151.67
R1 151.92 151.92 151.59 152.13
PP 151.40 151.40 151.40 151.51
S1 150.99 150.99 151.41 151.20
S2 150.47 150.47 151.33
S3 149.54 150.06 151.24
S4 148.61 149.13 150.99
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 170.92 167.47 155.05
R3 164.73 161.28 153.35
R2 158.54 158.54 152.78
R1 155.09 155.09 152.22 153.72
PP 152.35 152.35 152.35 151.66
S1 148.90 148.90 151.08 147.53
S2 146.16 146.16 150.52
S3 139.97 142.71 149.95
S4 133.78 136.52 148.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.97 149.60 5.37 3.5% 1.86 1.2% 35% False False 668,289
10 155.79 149.60 6.19 4.1% 1.33 0.9% 31% False False 773,375
20 155.79 149.60 6.19 4.1% 1.25 0.8% 31% False False 796,007
40 160.69 149.60 11.09 7.3% 1.08 0.7% 17% False False 792,087
60 160.69 149.60 11.09 7.3% 0.92 0.6% 17% False False 695,706
80 160.69 149.60 11.09 7.3% 0.86 0.6% 17% False False 595,790
100 160.69 149.60 11.09 7.3% 0.81 0.5% 17% False False 477,135
120 160.69 149.60 11.09 7.3% 0.74 0.5% 17% False False 397,636
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 155.77
2.618 154.25
1.618 153.32
1.000 152.75
0.618 152.39
HIGH 151.82
0.618 151.46
0.500 151.36
0.382 151.25
LOW 150.89
0.618 150.32
1.000 149.96
1.618 149.39
2.618 148.46
4.250 146.94
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 151.45 151.25
PP 151.40 151.00
S1 151.36 150.75

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

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