Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 152.37 149.97 -2.40 -1.6% 153.90
High 152.64 151.28 -1.36 -0.9% 155.36
Low 149.91 148.87 -1.04 -0.7% 153.72
Close 150.52 150.90 0.38 0.3% 155.09
Range 2.73 2.41 -0.32 -11.7% 1.64
ATR 1.25 1.33 0.08 6.6% 0.00
Volume 1,132,534 961,512 -171,022 -15.1% 540,003
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 157.58 156.65 152.23
R3 155.17 154.24 151.56
R2 152.76 152.76 151.34
R1 151.83 151.83 151.12 152.30
PP 150.35 150.35 150.35 150.58
S1 149.42 149.42 150.68 149.89
S2 147.94 147.94 150.46
S3 145.53 147.01 150.24
S4 143.12 144.60 149.57
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 159.64 159.01 155.99
R3 158.00 157.37 155.54
R2 156.36 156.36 155.39
R1 155.73 155.73 155.24 156.05
PP 154.72 154.72 154.72 154.88
S1 154.09 154.09 154.94 154.41
S2 153.08 153.08 154.79
S3 151.44 152.45 154.64
S4 149.80 150.81 154.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.44 148.87 6.57 4.4% 1.87 1.2% 31% False True 836,418
10 155.44 148.87 6.57 4.4% 1.31 0.9% 31% False True 448,924
20 155.44 148.87 6.57 4.4% 1.38 0.9% 31% False True 238,586
40 160.60 148.87 11.73 7.8% 1.02 0.7% 17% False True 121,715
60 160.60 148.87 11.73 7.8% 0.81 0.5% 17% False True 81,442
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.52
2.618 157.59
1.618 155.18
1.000 153.69
0.618 152.77
HIGH 151.28
0.618 150.36
0.500 150.08
0.382 149.79
LOW 148.87
0.618 147.38
1.000 146.46
1.618 144.97
2.618 142.56
4.250 138.63
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 150.63 151.72
PP 150.35 151.45
S1 150.08 151.17

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

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