Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	157.96	157.84	-0.12	-0.1%	157.29
High	158.19	157.98	-0.21	-0.1%	158.19
Low	157.78	157.15	-0.63	-0.4%	156.78
Close	158.02	157.34	-0.68	-0.4%	158.02
Range	0.41	0.83	0.42	102.4%	1.41
ATR	0.69	0.71	0.01	1.8%	0.00
Volume	695,283	700,489	5,206	0.7%	2,887,282

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.98	159.49	157.80
R3	159.15	158.66	157.57
R2	158.32	158.32	157.49
R1	157.83	157.83	157.42	157.66
PP	157.49	157.49	157.49	157.41
S1	157.00	157.00	157.26	156.83
S2	156.66	156.66	157.19
S3	155.83	156.17	157.11
S4	155.00	155.34	156.88

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	161.89	161.37	158.80
R3	160.48	159.96	158.41
R2	159.07	159.07	158.28
R1	158.55	158.55	158.15	158.81
PP	157.66	157.66	157.66	157.80
S1	157.14	157.14	157.89	157.40
S2	156.25	156.25	157.76
S3	154.84	155.73	157.63
S4	153.43	154.32	157.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158.19	157.15	1.04	0.7%	0.55	0.3%	18%	False	True	614,867
10	158.19	155.46	2.73	1.7%	0.60	0.4%	69%	False	False	591,207
20	158.60	154.81	3.79	2.4%	0.72	0.5%	67%	False	False	635,560
40	158.60	154.81	3.79	2.4%	0.72	0.5%	67%	False	False	592,784
60	158.60	152.75	5.85	3.7%	0.76	0.5%	78%	False	False	585,007
80	158.60	152.75	5.85	3.7%	0.78	0.5%	78%	False	False	443,112
100	158.60	149.90	8.70	5.5%	0.79	0.5%	86%	False	False	355,017
120	158.60	148.78	9.82	6.2%	0.81	0.5%	87%	False	False	295,938

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	161.51
2.618	160.15
1.618	159.32
1.000	158.81
0.618	158.49
HIGH	157.98
0.618	157.66
0.500	157.57
0.382	157.47
LOW	157.15
0.618	156.64
1.000	156.32
1.618	155.81
2.618	154.98
4.250	153.62

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	157.57	157.67
PP	157.49	157.56
S1	157.42	157.45

Download as Excel Spreadsheet

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

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