Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 09-Apr-2015
Day Change Summary
Previous Current
08-Apr-2015 09-Apr-2015 Change Change % Previous Week
Open 158.95 159.15 0.20 0.1% 158.52
High 159.19 159.44 0.25 0.2% 159.21
Low 158.93 159.00 0.07 0.0% 158.35
Close 159.08 159.12 0.04 0.0% 158.75
Range 0.26 0.44 0.18 69.2% 0.86
ATR 0.62 0.60 -0.01 -2.0% 0.00
Volume 454,404 385,153 -69,251 -15.2% 1,752,852
Daily Pivots for day following 09-Apr-2015
Classic Woodie Camarilla DeMark
R4 160.51 160.25 159.36
R3 160.07 159.81 159.24
R2 159.63 159.63 159.20
R1 159.37 159.37 159.16 159.28
PP 159.19 159.19 159.19 159.14
S1 158.93 158.93 159.08 158.84
S2 158.75 158.75 159.04
S3 158.31 158.49 159.00
S4 157.87 158.05 158.88
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 161.35 160.91 159.22
R3 160.49 160.05 158.99
R2 159.63 159.63 158.91
R1 159.19 159.19 158.83 159.41
PP 158.77 158.77 158.77 158.88
S1 158.33 158.33 158.67 158.55
S2 157.91 157.91 158.59
S3 157.05 157.47 158.51
S4 156.19 156.61 158.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.44 158.35 1.09 0.7% 0.47 0.3% 71% True False 419,196
10 159.44 158.05 1.39 0.9% 0.48 0.3% 77% True False 439,870
20 159.44 157.26 2.18 1.4% 0.61 0.4% 85% True False 502,945
40 159.44 155.81 3.63 2.3% 0.63 0.4% 91% True False 399,493
60 159.44 153.90 5.54 3.5% 0.63 0.4% 94% True False 267,167
80 159.44 151.54 7.90 5.0% 0.56 0.4% 96% True False 200,411
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.31
2.618 160.59
1.618 160.15
1.000 159.88
0.618 159.71
HIGH 159.44
0.618 159.27
0.500 159.22
0.382 159.17
LOW 159.00
0.618 158.73
1.000 158.56
1.618 158.29
2.618 157.85
4.250 157.13
Fisher Pivots for day following 09-Apr-2015
Pivot 1 day 3 day
R1 159.22 159.09
PP 159.19 159.06
S1 159.15 159.03

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

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