Euro Bund Future March 2015


Trading Metrics calculated at close of trading on 19-Feb-2015
Day Change Summary
Previous Current
18-Feb-2015 19-Feb-2015 Change Change % Previous Week
Open 158.55 158.70 0.15 0.1% 158.58
High 158.72 158.88 0.16 0.1% 159.24
Low 158.23 158.33 0.10 0.1% 158.18
Close 158.53 158.63 0.10 0.1% 158.99
Range 0.49 0.55 0.06 12.2% 1.06
ATR 0.70 0.69 -0.01 -1.6% 0.00
Volume 690,558 759,828 69,270 10.0% 2,699,726
Daily Pivots for day following 19-Feb-2015
Classic Woodie Camarilla DeMark
R4 160.26 160.00 158.93
R3 159.71 159.45 158.78
R2 159.16 159.16 158.73
R1 158.90 158.90 158.68 158.76
PP 158.61 158.61 158.61 158.54
S1 158.35 158.35 158.58 158.21
S2 158.06 158.06 158.53
S3 157.51 157.80 158.48
S4 156.96 157.25 158.33
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 161.98 161.55 159.57
R3 160.92 160.49 159.28
R2 159.86 159.86 159.18
R1 159.43 159.43 159.09 159.65
PP 158.80 158.80 158.80 158.91
S1 158.37 158.37 158.89 158.59
S2 157.74 157.74 158.80
S3 156.68 157.31 158.70
S4 155.62 156.25 158.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.36 158.23 1.13 0.7% 0.66 0.4% 35% False False 587,071
10 159.36 158.18 1.18 0.7% 0.65 0.4% 38% False False 599,595
20 159.54 156.00 3.54 2.2% 0.78 0.5% 74% False False 615,511
40 159.54 154.58 4.96 3.1% 0.70 0.4% 82% False False 607,183
60 159.54 151.72 7.82 4.9% 0.65 0.4% 88% False False 542,524
80 159.54 150.77 8.77 5.5% 0.61 0.4% 90% False False 408,060
100 159.54 149.38 10.16 6.4% 0.61 0.4% 91% False False 326,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.22
2.618 160.32
1.618 159.77
1.000 159.43
0.618 159.22
HIGH 158.88
0.618 158.67
0.500 158.61
0.382 158.54
LOW 158.33
0.618 157.99
1.000 157.78
1.618 157.44
2.618 156.89
4.250 155.99
Fisher Pivots for day following 19-Feb-2015
Pivot 1 day 3 day
R1 158.62 158.80
PP 158.61 158.74
S1 158.61 158.69

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

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