Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 158.88 158.39 -0.49 -0.3% 158.02
High 158.95 158.67 -0.28 -0.2% 159.13
Low 158.24 158.10 -0.14 -0.1% 157.46
Close 158.37 158.13 -0.24 -0.2% 158.76
Range 0.71 0.57 -0.14 -19.7% 1.67
ATR 0.72 0.71 -0.01 -1.5% 0.00
Volume 492,100 446,184 -45,916 -9.3% 2,539,925
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 160.01 159.64 158.44
R3 159.44 159.07 158.29
R2 158.87 158.87 158.23
R1 158.50 158.50 158.18 158.40
PP 158.30 158.30 158.30 158.25
S1 157.93 157.93 158.08 157.83
S2 157.73 157.73 158.03
S3 157.16 157.36 157.97
S4 156.59 156.79 157.82
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 163.46 162.78 159.68
R3 161.79 161.11 159.22
R2 160.12 160.12 159.07
R1 159.44 159.44 158.91 159.78
PP 158.45 158.45 158.45 158.62
S1 157.77 157.77 158.61 158.11
S2 156.78 156.78 158.45
S3 155.11 156.10 158.30
S4 153.44 154.43 157.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.13 157.62 1.51 1.0% 0.75 0.5% 34% False False 453,099
10 159.13 157.46 1.67 1.1% 0.68 0.4% 40% False False 533,617
20 159.13 155.81 3.32 2.1% 0.76 0.5% 70% False False 591,061
40 159.13 155.69 3.44 2.2% 0.66 0.4% 71% False False 301,697
60 159.13 153.31 5.82 3.7% 0.63 0.4% 83% False False 201,324
80 159.13 151.01 8.12 5.1% 0.53 0.3% 88% False False 151,005
Crabel Price Patterns
NR True
NR4 False
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.09
2.618 160.16
1.618 159.59
1.000 159.24
0.618 159.02
HIGH 158.67
0.618 158.45
0.500 158.39
0.382 158.32
LOW 158.10
0.618 157.75
1.000 157.53
1.618 157.18
2.618 156.61
4.250 155.68
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 158.39 158.54
PP 158.30 158.40
S1 158.22 158.27

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

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