Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 157.82 158.88 1.06 0.7% 157.63
High 158.94 159.05 0.11 0.1% 158.94
Low 157.69 158.13 0.44 0.3% 156.00
Close 158.73 158.15 -0.58 -0.4% 158.73
Range 1.25 0.92 -0.33 -26.4% 2.94
ATR 0.78 0.79 0.01 1.3% 0.00
Volume 547,700 595,361 47,661 8.7% 3,639,557
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 161.20 160.60 158.66
R3 160.28 159.68 158.40
R2 159.36 159.36 158.32
R1 158.76 158.76 158.23 158.60
PP 158.44 158.44 158.44 158.37
S1 157.84 157.84 158.07 157.68
S2 157.52 157.52 157.98
S3 156.60 156.92 157.90
S4 155.68 156.00 157.64
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 166.71 165.66 160.35
R3 163.77 162.72 159.54
R2 160.83 160.83 159.27
R1 159.78 159.78 159.00 160.31
PP 157.89 157.89 157.89 158.15
S1 156.84 156.84 158.46 157.37
S2 154.95 154.95 158.19
S3 152.01 153.90 157.92
S4 149.07 150.96 157.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.05 156.00 3.05 1.9% 1.14 0.7% 70% True False 846,983
10 159.05 156.00 3.05 1.9% 0.87 0.5% 70% True False 775,031
20 159.05 154.90 4.15 2.6% 0.73 0.5% 78% True False 633,397
40 159.05 152.50 6.55 4.1% 0.64 0.4% 86% True False 553,438
60 159.05 150.78 8.27 5.2% 0.59 0.4% 89% True False 371,537
80 159.05 149.82 9.23 5.8% 0.61 0.4% 90% True False 279,308
100 159.05 148.17 10.88 6.9% 0.57 0.4% 92% True False 223,483
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 162.96
2.618 161.46
1.618 160.54
1.000 159.97
0.618 159.62
HIGH 159.05
0.618 158.70
0.500 158.59
0.382 158.48
LOW 158.13
0.618 157.56
1.000 157.21
1.618 156.64
2.618 155.72
4.250 154.22
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 158.59 157.94
PP 158.44 157.73
S1 158.30 157.53

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

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