Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 156.42 156.40 -0.02 0.0% 157.13
High 156.71 157.01 0.30 0.2% 157.23
Low 156.10 156.40 0.30 0.2% 155.74
Close 156.18 156.88 0.70 0.4% 155.92
Range 0.61 0.61 0.00 0.0% 1.49
ATR 0.81 0.81 0.00 0.2% 0.00
Volume 536,125 476,774 -59,351 -11.1% 2,592,055
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 158.59 158.35 157.22
R3 157.98 157.74 157.05
R2 157.37 157.37 156.99
R1 157.13 157.13 156.94 157.25
PP 156.76 156.76 156.76 156.83
S1 156.52 156.52 156.82 156.64
S2 156.15 156.15 156.77
S3 155.54 155.91 156.71
S4 154.93 155.30 156.54
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
5 157.01 155.77 1.24 0.8% 0.62 0.4% 90% True False 458,940
10 157.67 155.74 1.93 1.2% 0.75 0.5% 59% False False 539,678
20 157.67 153.59 4.08 2.6% 0.76 0.5% 81% False False 578,691
40 157.67 152.75 4.92 3.1% 0.83 0.5% 84% False False 459,526
60 157.67 152.75 4.92 3.1% 0.77 0.5% 84% False False 308,095
80 157.67 149.89 7.78 5.0% 0.83 0.5% 90% False False 231,408
100 157.67 148.78 8.89 5.7% 0.86 0.5% 91% False False 185,190
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0.16
Fibonacci Retracements and Extensions
4.250 159.60
2.618 158.61
1.618 158.00
1.000 157.62
0.618 157.39
HIGH 157.01
0.618 156.78
0.500 156.71
0.382 156.63
LOW 156.40
0.618 156.02
1.000 155.79
1.618 155.41
2.618 154.80
4.250 153.81
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 156.82 156.73
PP 156.76 156.57
S1 156.71 156.42

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

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