Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 155.16 155.69 0.53 0.3% 157.43
High 155.68 156.21 0.53 0.3% 157.44
Low 154.81 155.46 0.65 0.4% 155.03
Close 155.42 156.07 0.65 0.4% 155.18
Range 0.87 0.75 -0.12 -13.8% 2.41
ATR 0.82 0.82 0.00 -0.3% 0.00
Volume 713,423 551,186 -162,237 -22.7% 3,559,637
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 158.16 157.87 156.48
R3 157.41 157.12 156.28
R2 156.66 156.66 156.21
R1 156.37 156.37 156.14 156.52
PP 155.91 155.91 155.91 155.99
S1 155.62 155.62 156.00 155.77
S2 155.16 155.16 155.93
S3 154.41 154.87 155.86
S4 153.66 154.12 155.66
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 163.11 161.56 156.51
R3 160.70 159.15 155.84
R2 158.29 158.29 155.62
R1 156.74 156.74 155.40 156.31
PP 155.88 155.88 155.88 155.67
S1 154.33 154.33 154.96 153.90
S2 153.47 153.47 154.74
S3 151.06 151.92 154.52
S4 148.65 149.51 153.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.94 154.81 2.13 1.4% 0.87 0.6% 59% False False 736,145
10 158.60 154.81 3.79 2.4% 0.85 0.5% 33% False False 675,751
20 158.60 154.81 3.79 2.4% 0.78 0.5% 33% False False 605,489
40 158.60 153.50 5.10 3.3% 0.77 0.5% 50% False False 591,509
60 158.60 152.75 5.85 3.7% 0.81 0.5% 57% False False 500,600
80 158.60 152.67 5.93 3.8% 0.77 0.5% 57% False False 376,512
100 158.60 149.89 8.71 5.6% 0.82 0.5% 71% False False 301,458
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 159.40
2.618 158.17
1.618 157.42
1.000 156.96
0.618 156.67
HIGH 156.21
0.618 155.92
0.500 155.84
0.382 155.75
LOW 155.46
0.618 155.00
1.000 154.71
1.618 154.25
2.618 153.50
4.250 152.27
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 155.99 155.93
PP 155.91 155.80
S1 155.84 155.66

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

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