Euro Bund Future December 2015

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	157.63	157.67	0.04	0.0%	157.29
High	158.01	158.34	0.33	0.2%	158.19
Low	157.43	157.53	0.10	0.1%	156.78
Close	157.79	158.27	0.48	0.3%	158.02
Range	0.58	0.81	0.23	39.7%	1.41
ATR	0.70	0.71	0.01	1.1%	0.00
Volume	674,574	284,174	-390,400	-57.9%	2,887,282

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.48	160.18	158.72
R3	159.67	159.37	158.49
R2	158.86	158.86	158.42
R1	158.56	158.56	158.34	158.71
PP	158.05	158.05	158.05	158.12
S1	157.75	157.75	158.20	157.90
S2	157.24	157.24	158.12
S3	156.43	156.94	158.05
S4	155.62	156.13	157.82

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	158.34	157.15	1.19	0.8%	0.62	0.4%	94%	True	False	568,037
10	158.34	156.17	2.17	1.4%	0.60	0.4%	97%	True	False	575,539
20	158.34	154.81	3.53	2.2%	0.72	0.5%	98%	True	False	624,217
40	158.60	154.81	3.79	2.4%	0.73	0.5%	91%	False	False	583,736
60	158.60	152.85	5.75	3.6%	0.74	0.5%	94%	False	False	585,830
80	158.60	152.75	5.85	3.7%	0.77	0.5%	94%	False	False	454,947
100	158.60	149.90	8.70	5.5%	0.78	0.5%	96%	False	False	364,553
120	158.60	148.78	9.82	6.2%	0.80	0.5%	97%	False	False	303,927

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	161.78
2.618	160.46
1.618	159.65
1.000	159.15
0.618	158.84
HIGH	158.34
0.618	158.03
0.500	157.94
0.382	157.84
LOW	157.53
0.618	157.03
1.000	156.72
1.618	156.22
2.618	155.41
4.250	154.09

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	158.16	158.10
PP	158.05	157.92
S1	157.94	157.75

Download as Excel Spreadsheet

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

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