Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 154.52 152.37 -2.15 -1.4% 153.90
High 154.57 152.64 -1.93 -1.2% 155.36
Low 152.24 149.91 -2.33 -1.5% 153.72
Close 152.65 150.52 -2.13 -1.4% 155.09
Range 2.33 2.73 0.40 17.2% 1.64
ATR 1.14 1.25 0.11 10.1% 0.00
Volume 1,013,275 1,132,534 119,259 11.8% 540,003
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 159.21 157.60 152.02
R3 156.48 154.87 151.27
R2 153.75 153.75 151.02
R1 152.14 152.14 150.77 151.58
PP 151.02 151.02 151.02 150.75
S1 149.41 149.41 150.27 148.85
S2 148.29 148.29 150.02
S3 145.56 146.68 149.77
S4 142.83 143.95 149.02
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
5 155.44 149.91 5.53 3.7% 1.47 1.0% 11% False True 656,687
10 155.44 149.91 5.53 3.7% 1.15 0.8% 11% False True 358,055
20 155.44 149.91 5.53 3.7% 1.32 0.9% 11% False True 191,359
40 160.60 149.91 10.69 7.1% 0.96 0.6% 6% False True 97,684
60 160.60 149.91 10.69 7.1% 0.78 0.5% 6% False True 65,417
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 0.22
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 164.24
2.618 159.79
1.618 157.06
1.000 155.37
0.618 154.33
HIGH 152.64
0.618 151.60
0.500 151.28
0.382 150.95
LOW 149.91
0.618 148.22
1.000 147.18
1.618 145.49
2.618 142.76
4.250 138.31
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 151.28 152.68
PP 151.02 151.96
S1 150.77 151.24

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

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