Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 154.77 153.30 -1.47 -0.9% 156.68
High 155.03 153.51 -1.52 -1.0% 156.75
Low 153.39 152.27 -1.12 -0.7% 151.44
Close 154.13 153.04 -1.09 -0.7% 154.76
Range 1.64 1.24 -0.40 -24.4% 5.31
ATR 1.06 1.12 0.06 5.4% 0.00
Volume 1,250,570 1,250,570 0 0.0% 6,692,439
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 156.66 156.09 153.72
R3 155.42 154.85 153.38
R2 154.18 154.18 153.27
R1 153.61 153.61 153.15 153.28
PP 152.94 152.94 152.94 152.77
S1 152.37 152.37 152.93 152.04
S2 151.70 151.70 152.81
S3 150.46 151.13 152.70
S4 149.22 149.89 152.36
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 170.25 167.81 157.68
R3 164.94 162.50 156.22
R2 159.63 159.63 155.73
R1 157.19 157.19 155.25 155.76
PP 154.32 154.32 154.32 153.60
S1 151.88 151.88 154.27 150.45
S2 149.01 149.01 153.79
S3 143.70 146.57 153.30
S4 138.39 141.26 151.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.03 151.44 3.59 2.3% 1.71 1.1% 45% False False 1,334,217
10 159.47 151.44 8.03 5.2% 1.50 1.0% 20% False False 1,220,886
20 160.69 151.44 9.25 6.0% 1.02 0.7% 17% False False 871,193
40 160.69 151.44 9.25 6.0% 0.79 0.5% 17% False False 669,991
60 160.69 151.44 9.25 6.0% 0.76 0.5% 17% False False 570,517
80 160.69 151.44 9.25 6.0% 0.73 0.5% 17% False False 428,678
100 160.69 151.44 9.25 6.0% 0.66 0.4% 17% False False 342,967
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 158.78
2.618 156.76
1.618 155.52
1.000 154.75
0.618 154.28
HIGH 153.51
0.618 153.04
0.500 152.89
0.382 152.74
LOW 152.27
0.618 151.50
1.000 151.03
1.618 150.26
2.618 149.02
4.250 147.00
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 152.99 153.65
PP 152.94 153.45
S1 152.89 153.24

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

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