Euro Bund Future September 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 155.09 154.52 -0.57 -0.4% 153.90
High 155.44 154.57 -0.87 -0.6% 155.36
Low 154.22 152.24 -1.98 -1.3% 153.72
Close 154.90 152.65 -2.25 -1.5% 155.09
Range 1.22 2.33 1.11 91.0% 1.64
ATR 1.02 1.14 0.12 11.5% 0.00
Volume 749,854 1,013,275 263,421 35.1% 540,003
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 160.14 158.73 153.93
R3 157.81 156.40 153.29
R2 155.48 155.48 153.08
R1 154.07 154.07 152.86 153.61
PP 153.15 153.15 153.15 152.93
S1 151.74 151.74 152.44 151.28
S2 150.82 150.82 152.22
S3 148.49 149.41 152.01
S4 146.16 147.08 151.37
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 159.64 159.01 155.99
R3 158.00 157.37 155.54
R2 156.36 156.36 155.39
R1 155.73 155.73 155.24 156.05
PP 154.72 154.72 154.72 154.88
S1 154.09 154.09 154.94 154.41
S2 153.08 153.08 154.79
S3 151.44 152.45 154.64
S4 149.80 150.81 154.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.44 152.24 3.20 2.1% 1.08 0.7% 13% False True 442,751
10 155.44 152.24 3.20 2.1% 1.01 0.7% 13% False True 249,250
20 156.02 151.00 5.02 3.3% 1.27 0.8% 33% False False 135,796
40 160.60 151.00 9.60 6.3% 0.90 0.6% 17% False False 69,380
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 0.19
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 164.47
2.618 160.67
1.618 158.34
1.000 156.90
0.618 156.01
HIGH 154.57
0.618 153.68
0.500 153.41
0.382 153.13
LOW 152.24
0.618 150.80
1.000 149.91
1.618 148.47
2.618 146.14
4.250 142.34
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 153.41 153.84
PP 153.15 153.44
S1 152.90 153.05

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

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