Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 158.29 158.44 0.15 0.1% 158.88
High 158.56 158.60 0.04 0.0% 158.95
Low 158.17 158.05 -0.12 -0.1% 158.05
Close 158.41 158.54 0.13 0.1% 158.54
Range 0.39 0.55 0.16 41.0% 0.90
ATR 0.67 0.66 -0.01 -1.3% 0.00
Volume 530,238 395,013 -135,225 -25.5% 2,298,398
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 160.05 159.84 158.84
R3 159.50 159.29 158.69
R2 158.95 158.95 158.64
R1 158.74 158.74 158.59 158.85
PP 158.40 158.40 158.40 158.45
S1 158.19 158.19 158.49 158.30
S2 157.85 157.85 158.44
S3 157.30 157.64 158.39
S4 156.75 157.09 158.24
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 161.21 160.78 159.04
R3 160.31 159.88 158.79
R2 159.41 159.41 158.71
R1 158.98 158.98 158.62 158.75
PP 158.51 158.51 158.51 158.40
S1 158.08 158.08 158.46 157.85
S2 157.61 157.61 158.38
S3 156.71 157.18 158.29
S4 155.81 156.28 158.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.95 158.05 0.90 0.6% 0.53 0.3% 54% False True 459,679
10 159.13 157.46 1.67 1.1% 0.60 0.4% 65% False False 483,832
20 159.13 155.81 3.32 2.1% 0.74 0.5% 82% False False 634,605
40 159.13 155.81 3.32 2.1% 0.63 0.4% 82% False False 335,593
60 159.13 153.90 5.23 3.3% 0.63 0.4% 89% False False 223,990
80 159.13 151.01 8.12 5.1% 0.54 0.3% 93% False False 168,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 160.94
2.618 160.04
1.618 159.49
1.000 159.15
0.618 158.94
HIGH 158.60
0.618 158.39
0.500 158.33
0.382 158.26
LOW 158.05
0.618 157.71
1.000 157.50
1.618 157.16
2.618 156.61
4.250 155.71
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 158.47 158.47
PP 158.40 158.40
S1 158.33 158.33

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

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