Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	160.16	160.55	0.39	0.2%	159.77
High	160.38	161.34	0.96	0.6%	160.52
Low	159.87	160.55	0.68	0.4%	158.70
Close	160.17	161.13	0.96	0.6%	160.39
Range	0.51	0.79	0.28	54.9%	1.82
ATR	0.88	0.90	0.02	2.4%	0.00
Volume	947,225	786,828	-160,397	-16.9%	3,309,665

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	163.38	163.04	161.56
R3	162.59	162.25	161.35
R2	161.80	161.80	161.27
R1	161.46	161.46	161.20	161.63
PP	161.01	161.01	161.01	161.09
S1	160.67	160.67	161.06	160.84
S2	160.22	160.22	160.99
S3	159.43	159.88	160.91
S4	158.64	159.09	160.70

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.33	164.68	161.39
R3	163.51	162.86	160.89
R2	161.69	161.69	160.72
R1	161.04	161.04	160.56	161.37
PP	159.87	159.87	159.87	160.03
S1	159.22	159.22	160.22	159.55
S2	158.05	158.05	160.06
S3	156.23	157.40	159.89
S4	154.41	155.58	159.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161.34	159.12	2.22	1.4%	0.76	0.5%	91%	True	False	718,572
10	161.34	158.70	2.64	1.6%	0.81	0.5%	92%	True	False	689,700
20	161.34	157.51	3.83	2.4%	0.83	0.5%	95%	True	False	514,838
40	161.34	156.42	4.92	3.1%	0.87	0.5%	96%	True	False	452,911
60	161.34	156.40	4.94	3.1%	0.82	0.5%	96%	True	False	303,447
80	161.34	156.40	4.94	3.1%	0.77	0.5%	96%	True	False	227,711
100	161.71	154.54	7.17	4.4%	0.77	0.5%	92%	False	False	182,260
120	161.71	154.54	7.17	4.4%	0.70	0.4%	92%	False	False	151,886

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	0.18
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	164.70
2.618	163.41
1.618	162.62
1.000	162.13
0.618	161.83
HIGH	161.34
0.618	161.04
0.500	160.95
0.382	160.85
LOW	160.55
0.618	160.06
1.000	159.76
1.618	159.27
2.618	158.48
4.250	157.19

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	161.07	160.95
PP	161.01	160.77
S1	160.95	160.59

Download as Excel Spreadsheet

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

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