Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 156.51 156.47 -0.04 0.0% 156.34
High 156.80 157.33 0.53 0.3% 157.77
Low 156.37 155.81 -0.56 -0.4% 156.22
Close 156.52 156.79 0.27 0.2% 157.26
Range 0.43 1.52 1.09 253.5% 1.55
ATR 0.58 0.65 0.07 11.5% 0.00
Volume 1,358,241 770,217 -588,024 -43.3% 560,780
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 161.20 160.52 157.63
R3 159.68 159.00 157.21
R2 158.16 158.16 157.07
R1 157.48 157.48 156.93 157.82
PP 156.64 156.64 156.64 156.82
S1 155.96 155.96 156.65 156.30
S2 155.12 155.12 156.51
S3 153.60 154.44 156.37
S4 152.08 152.92 155.95
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 161.73 161.05 158.11
R3 160.18 159.50 157.69
R2 158.63 158.63 157.54
R1 157.95 157.95 157.40 158.29
PP 157.08 157.08 157.08 157.26
S1 156.40 156.40 157.12 156.74
S2 155.53 155.53 156.98
S3 153.98 154.85 156.83
S4 152.43 153.30 156.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.60 155.81 1.79 1.1% 0.74 0.5% 55% False True 824,238
10 157.77 155.81 1.96 1.3% 0.68 0.4% 50% False True 445,010
20 157.77 155.81 1.96 1.3% 0.59 0.4% 50% False True 227,593
40 157.77 153.90 3.87 2.5% 0.61 0.4% 75% False False 114,657
60 157.77 151.09 6.68 4.3% 0.52 0.3% 85% False False 76,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 163.79
2.618 161.31
1.618 159.79
1.000 158.85
0.618 158.27
HIGH 157.33
0.618 156.75
0.500 156.57
0.382 156.39
LOW 155.81
0.618 154.87
1.000 154.29
1.618 153.35
2.618 151.83
4.250 149.35
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 156.72 156.72
PP 156.64 156.64
S1 156.57 156.57

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

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