Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 155.73 156.55 0.82 0.5% 158.45
High 157.12 157.11 -0.01 0.0% 158.75
Low 155.70 156.55 0.85 0.5% 155.03
Close 156.93 156.94 0.01 0.0% 155.71
Range 1.42 0.56 -0.86 -60.6% 3.72
ATR 0.94 0.91 -0.03 -2.9% 0.00
Volume 19,767 19,767 0 0.0% 4,827,888
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 158.55 158.30 157.25
R3 157.99 157.74 157.09
R2 157.43 157.43 157.04
R1 157.18 157.18 156.99 157.31
PP 156.87 156.87 156.87 156.93
S1 156.62 156.62 156.89 156.75
S2 156.31 156.31 156.84
S3 155.75 156.06 156.79
S4 155.19 155.50 156.63
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 167.66 165.40 157.76
R3 163.94 161.68 156.73
R2 160.22 160.22 156.39
R1 157.96 157.96 156.05 157.23
PP 156.50 156.50 156.50 156.13
S1 154.24 154.24 155.37 153.51
S2 152.78 152.78 155.03
S3 149.06 150.52 154.69
S4 145.34 146.80 153.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.75 155.03 3.72 2.4% 1.43 0.9% 51% False False 553,404
10 158.78 155.03 3.75 2.4% 1.03 0.7% 51% False False 642,573
20 158.78 155.03 3.75 2.4% 0.81 0.5% 51% False False 616,890
40 158.78 154.81 3.97 2.5% 0.79 0.5% 54% False False 610,813
60 158.78 153.50 5.28 3.4% 0.80 0.5% 65% False False 602,728
80 158.78 152.75 6.03 3.8% 0.81 0.5% 69% False False 522,830
100 158.78 152.67 6.11 3.9% 0.78 0.5% 70% False False 419,087
120 158.78 149.89 8.89 5.7% 0.82 0.5% 79% False False 349,442
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 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 159.49
2.618 158.58
1.618 158.02
1.000 157.67
0.618 157.46
HIGH 157.11
0.618 156.90
0.500 156.83
0.382 156.76
LOW 156.55
0.618 156.20
1.000 155.99
1.618 155.64
2.618 155.08
4.250 154.17
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 156.90 156.65
PP 156.87 156.36
S1 156.83 156.08

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

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