Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 156.03 156.42 0.39 0.2% 157.13
High 156.47 156.71 0.24 0.2% 157.23
Low 155.83 156.10 0.27 0.2% 155.74
Close 156.42 156.18 -0.24 -0.2% 155.92
Range 0.64 0.61 -0.03 -4.7% 1.49
ATR 0.82 0.81 -0.02 -1.8% 0.00
Volume 536,125 536,125 0 0.0% 2,592,055
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 158.16 157.78 156.52
R3 157.55 157.17 156.35
R2 156.94 156.94 156.29
R1 156.56 156.56 156.24 156.45
PP 156.33 156.33 156.33 156.27
S1 155.95 155.95 156.12 155.84
S2 155.72 155.72 156.07
S3 155.11 155.34 156.01
S4 154.50 154.73 155.84
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
5 156.76 155.74 1.02 0.7% 0.62 0.4% 43% False False 486,683
10 157.67 155.74 1.93 1.2% 0.73 0.5% 23% False False 565,044
20 157.67 153.50 4.17 2.7% 0.77 0.5% 64% False False 577,529
40 157.67 152.75 4.92 3.2% 0.83 0.5% 70% False False 448,155
60 157.67 152.67 5.00 3.2% 0.77 0.5% 70% False False 300,186
80 157.67 149.89 7.78 5.0% 0.83 0.5% 81% False False 225,450
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159.30
2.618 158.31
1.618 157.70
1.000 157.32
0.618 157.09
HIGH 156.71
0.618 156.48
0.500 156.41
0.382 156.33
LOW 156.10
0.618 155.72
1.000 155.49
1.618 155.11
2.618 154.50
4.250 153.51
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 156.41 156.24
PP 156.33 156.22
S1 156.26 156.20

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

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