Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
30-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 155.69 155.84 0.15 0.1% 155.14
High 155.96 156.57 0.61 0.4% 156.57
Low 155.56 155.74 0.18 0.1% 155.06
Close 155.87 156.48 0.61 0.4% 156.48
Range 0.40 0.83 0.43 107.5% 1.51
ATR 0.56 0.58 0.02 3.4% 0.00
Volume 337,404 593,491 256,087 75.9% 1,156,242
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 158.75 158.45 156.94
R3 157.92 157.62 156.71
R2 157.09 157.09 156.63
R1 156.79 156.79 156.56 156.94
PP 156.26 156.26 156.26 156.34
S1 155.96 155.96 156.40 156.11
S2 155.43 155.43 156.33
S3 154.60 155.13 156.25
S4 153.77 154.30 156.02
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 160.57 160.03 157.31
R3 159.06 158.52 156.90
R2 157.55 157.55 156.76
R1 157.01 157.01 156.62 157.28
PP 156.04 156.04 156.04 156.17
S1 155.50 155.50 156.34 155.77
S2 154.53 154.53 156.20
S3 153.02 153.99 156.06
S4 151.51 152.48 155.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.57 154.90 1.67 1.1% 0.55 0.4% 95% True False 319,823
10 156.57 154.35 2.22 1.4% 0.60 0.4% 96% True False 427,162
20 156.57 152.50 4.07 2.6% 0.60 0.4% 98% True False 528,463
40 156.57 151.48 5.09 3.3% 0.52 0.3% 98% True False 280,460
60 156.57 150.51 6.06 3.9% 0.57 0.4% 99% True False 187,874
80 156.57 148.17 8.40 5.4% 0.54 0.3% 99% True False 140,991
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 0.14
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 160.10
2.618 158.74
1.618 157.91
1.000 157.40
0.618 157.08
HIGH 156.57
0.618 156.25
0.500 156.16
0.382 156.06
LOW 155.74
0.618 155.23
1.000 154.91
1.618 154.40
2.618 153.57
4.250 152.21
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 156.37 156.26
PP 156.26 156.04
S1 156.16 155.82

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

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