Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 156.45 156.16 -0.29 -0.2% 157.13
High 156.76 156.27 -0.49 -0.3% 157.23
Low 156.00 155.77 -0.23 -0.1% 155.74
Close 156.32 155.92 -0.40 -0.3% 155.92
Range 0.76 0.50 -0.26 -34.2% 1.49
ATR 0.86 0.84 -0.02 -2.6% 0.00
Volume 473,355 272,324 -201,031 -42.5% 2,592,055
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 157.49 157.20 156.20
R3 156.99 156.70 156.06
R2 156.49 156.49 156.01
R1 156.20 156.20 155.97 156.10
PP 155.99 155.99 155.99 155.93
S1 155.70 155.70 155.87 155.60
S2 155.49 155.49 155.83
S3 154.99 155.20 155.78
S4 154.49 154.70 155.65
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 160.77 159.83 156.74
R3 159.28 158.34 156.33
R2 157.79 157.79 156.19
R1 156.85 156.85 156.06 156.58
PP 156.30 156.30 156.30 156.16
S1 155.36 155.36 155.78 155.09
S2 154.81 154.81 155.65
S3 153.32 153.87 155.51
S4 151.83 152.38 155.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.23 155.74 1.49 1.0% 0.68 0.4% 12% False False 518,411
10 157.67 155.42 2.25 1.4% 0.76 0.5% 22% False False 580,611
20 157.67 153.50 4.17 2.7% 0.81 0.5% 58% False False 592,591
40 157.67 152.75 4.92 3.2% 0.83 0.5% 64% False False 421,498
60 157.67 152.36 5.31 3.4% 0.77 0.5% 67% False False 282,346
80 157.67 149.89 7.78 5.0% 0.83 0.5% 78% False False 212,066
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.18
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 158.40
2.618 157.58
1.618 157.08
1.000 156.77
0.618 156.58
HIGH 156.27
0.618 156.08
0.500 156.02
0.382 155.96
LOW 155.77
0.618 155.46
1.000 155.27
1.618 154.96
2.618 154.46
4.250 153.65
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 156.02 156.25
PP 155.99 156.14
S1 155.95 156.03

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

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