Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 156.64 157.52 0.88 0.6% 156.80
High 157.72 157.79 0.07 0.0% 157.79
Low 156.42 157.21 0.79 0.5% 155.71
Close 157.47 157.46 -0.01 0.0% 157.46
Range 1.30 0.58 -0.72 -55.4% 2.08
ATR 0.82 0.80 -0.02 -2.1% 0.00
Volume 584,986 344,427 -240,559 -41.1% 2,875,990
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 159.23 158.92 157.78
R3 158.65 158.34 157.62
R2 158.07 158.07 157.57
R1 157.76 157.76 157.51 157.63
PP 157.49 157.49 157.49 157.42
S1 157.18 157.18 157.41 157.05
S2 156.91 156.91 157.35
S3 156.33 156.60 157.30
S4 155.75 156.02 157.14
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 163.23 162.42 158.60
R3 161.15 160.34 158.03
R2 159.07 159.07 157.84
R1 158.26 158.26 157.65 158.67
PP 156.99 156.99 156.99 157.19
S1 156.18 156.18 157.27 156.59
S2 154.91 154.91 157.08
S3 152.83 154.10 156.89
S4 150.75 152.02 156.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.79 155.71 2.08 1.3% 0.90 0.6% 84% True False 575,198
10 157.79 155.71 2.08 1.3% 0.72 0.5% 84% True False 527,491
20 157.79 155.42 2.37 1.5% 0.74 0.5% 86% True False 554,051
40 157.79 152.75 5.04 3.2% 0.78 0.5% 93% True False 547,287
60 157.79 152.75 5.04 3.2% 0.80 0.5% 93% True False 369,840
80 157.79 149.90 7.89 5.0% 0.81 0.5% 96% True False 277,941
100 157.79 148.78 9.01 5.7% 0.83 0.5% 96% True False 222,445
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 160.26
2.618 159.31
1.618 158.73
1.000 158.37
0.618 158.15
HIGH 157.79
0.618 157.57
0.500 157.50
0.382 157.43
LOW 157.21
0.618 156.85
1.000 156.63
1.618 156.27
2.618 155.69
4.250 154.75
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 157.50 157.23
PP 157.49 156.99
S1 157.47 156.76

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

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