Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 155.13 155.14 0.01 0.0% 155.23
High 155.31 155.88 0.57 0.4% 155.31
Low 154.92 155.06 0.14 0.1% 154.90
Close 155.17 155.82 0.65 0.4% 155.17
Range 0.39 0.82 0.43 110.3% 0.41
ATR 0.56 0.58 0.02 3.3% 0.00
Volume 238,135 225,347 -12,788 -5.4% 442,877
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 158.05 157.75 156.27
R3 157.23 156.93 156.05
R2 156.41 156.41 155.97
R1 156.11 156.11 155.90 156.26
PP 155.59 155.59 155.59 155.66
S1 155.29 155.29 155.74 155.44
S2 154.77 154.77 155.67
S3 153.95 154.47 155.59
S4 153.13 153.65 155.37
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 156.36 156.17 155.40
R3 155.95 155.76 155.28
R2 155.54 155.54 155.25
R1 155.35 155.35 155.21 155.24
PP 155.13 155.13 155.13 155.07
S1 154.94 154.94 155.13 154.83
S2 154.72 154.72 155.09
S3 154.31 154.53 155.06
S4 153.90 154.12 154.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.88 154.58 1.30 0.8% 0.59 0.4% 95% True False 275,226
10 155.88 153.96 1.92 1.2% 0.57 0.4% 97% True False 436,898
20 155.88 152.50 3.38 2.2% 0.58 0.4% 98% True False 498,984
40 155.88 151.00 4.88 3.1% 0.53 0.3% 99% True False 257,232
60 155.88 150.16 5.72 3.7% 0.56 0.4% 99% True False 172,393
80 155.88 148.17 7.71 4.9% 0.54 0.3% 99% True False 129,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 159.37
2.618 158.03
1.618 157.21
1.000 156.70
0.618 156.39
HIGH 155.88
0.618 155.57
0.500 155.47
0.382 155.37
LOW 155.06
0.618 154.55
1.000 154.24
1.618 153.73
2.618 152.91
4.250 151.58
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 155.70 155.68
PP 155.59 155.53
S1 155.47 155.39

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

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