Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 154.26 154.71 0.45 0.3% 153.46
High 154.95 155.15 0.20 0.1% 154.77
Low 154.04 154.36 0.32 0.2% 153.00
Close 154.77 154.71 -0.06 0.0% 154.00
Range 0.91 0.79 -0.12 -13.2% 1.77
ATR 1.09 1.07 -0.02 -2.0% 0.00
Volume 712,914 566,721 -146,193 -20.5% 3,740,651
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 157.11 156.70 155.14
R3 156.32 155.91 154.93
R2 155.53 155.53 154.85
R1 155.12 155.12 154.78 155.11
PP 154.74 154.74 154.74 154.73
S1 154.33 154.33 154.64 154.32
S2 153.95 153.95 154.57
S3 153.16 153.54 154.49
S4 152.37 152.75 154.28
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 159.23 158.39 154.97
R3 157.46 156.62 154.49
R2 155.69 155.69 154.32
R1 154.85 154.85 154.16 155.27
PP 153.92 153.92 153.92 154.14
S1 153.08 153.08 153.84 153.50
S2 152.15 152.15 153.68
S3 150.38 151.31 153.51
S4 148.61 149.54 153.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.15 153.00 2.15 1.4% 0.85 0.5% 80% True False 669,873
10 155.15 151.97 3.18 2.1% 1.04 0.7% 86% True False 696,488
20 159.47 151.44 8.03 5.2% 1.27 0.8% 41% False False 958,687
40 160.69 151.44 9.25 6.0% 0.88 0.6% 35% False False 718,675
60 160.69 151.44 9.25 6.0% 0.84 0.5% 35% False False 682,144
80 160.69 151.44 9.25 6.0% 0.76 0.5% 35% False False 515,592
100 160.69 151.44 9.25 6.0% 0.73 0.5% 35% False False 412,613
120 160.69 151.01 9.68 6.3% 0.65 0.4% 38% False False 343,852
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.51
2.618 157.22
1.618 156.43
1.000 155.94
0.618 155.64
HIGH 155.15
0.618 154.85
0.500 154.76
0.382 154.66
LOW 154.36
0.618 153.87
1.000 153.57
1.618 153.08
2.618 152.29
4.250 151.00
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 154.76 154.59
PP 154.74 154.47
S1 154.73 154.35

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

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