Euro Bund Future June 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 150.71 151.54 0.83 0.6% 155.47
High 151.90 151.75 -0.15 -0.1% 155.79
Low 149.60 150.49 0.89 0.6% 149.60
Close 151.54 151.65 0.11 0.1% 151.65
Range 2.30 1.26 -1.04 -45.2% 6.19
ATR 1.31 1.31 0.00 -0.3% 0.00
Volume 293,302 18,668 -274,634 -93.6% 5,002,379
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 155.08 154.62 152.34
R3 153.82 153.36 152.00
R2 152.56 152.56 151.88
R1 152.10 152.10 151.77 152.33
PP 151.30 151.30 151.30 151.41
S1 150.84 150.84 151.53 151.07
S2 150.04 150.04 151.42
S3 148.78 149.58 151.30
S4 147.52 148.32 150.96
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 170.92 167.47 155.05
R3 164.73 161.28 153.35
R2 158.54 158.54 152.78
R1 155.09 155.09 152.22 153.72
PP 152.35 152.35 152.35 151.66
S1 148.90 148.90 151.08 147.53
S2 146.16 146.16 150.52
S3 139.97 142.71 149.95
S4 133.78 136.52 148.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.79 149.60 6.19 4.1% 1.92 1.3% 33% False False 1,000,475
10 155.79 149.60 6.19 4.1% 1.30 0.9% 33% False False 835,007
20 155.79 149.60 6.19 4.1% 1.27 0.8% 33% False False 831,065
40 160.69 149.60 11.09 7.3% 1.07 0.7% 18% False False 801,249
60 160.69 149.60 11.09 7.3% 0.93 0.6% 18% False False 706,937
80 160.69 149.60 11.09 7.3% 0.85 0.6% 18% False False 595,647
100 160.69 149.60 11.09 7.3% 0.81 0.5% 18% False False 476,950
120 160.69 149.60 11.09 7.3% 0.73 0.5% 18% False False 397,481
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 157.11
2.618 155.05
1.618 153.79
1.000 153.01
0.618 152.53
HIGH 151.75
0.618 151.27
0.500 151.12
0.382 150.97
LOW 150.49
0.618 149.71
1.000 149.23
1.618 148.45
2.618 147.19
4.250 145.14
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 151.47 151.57
PP 151.30 151.48
S1 151.12 151.40

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

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