Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 155.54 155.73 0.19 0.1% 158.45
High 156.21 157.12 0.91 0.6% 158.75
Low 155.03 155.70 0.67 0.4% 155.03
Close 155.71 156.93 1.22 0.8% 155.71
Range 1.18 1.42 0.24 20.3% 3.72
ATR 0.90 0.94 0.04 4.1% 0.00
Volume 299,221 19,767 -279,454 -93.4% 4,827,888
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 160.84 160.31 157.71
R3 159.42 158.89 157.32
R2 158.00 158.00 157.19
R1 157.47 157.47 157.06 157.74
PP 156.58 156.58 156.58 156.72
S1 156.05 156.05 156.80 156.32
S2 155.16 155.16 156.67
S3 153.74 154.63 156.54
S4 152.32 153.21 156.15
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 167.66 165.40 157.76
R3 163.94 161.68 156.73
R2 160.22 160.22 156.39
R1 157.96 157.96 156.05 157.23
PP 156.50 156.50 156.50 156.13
S1 154.24 154.24 155.37 153.51
S2 152.78 152.78 155.03
S3 149.06 150.52 154.69
S4 145.34 146.80 153.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.75 155.03 3.72 2.4% 1.49 1.0% 51% False False 781,657
10 158.78 155.03 3.75 2.4% 1.05 0.7% 51% False False 710,646
20 158.78 154.81 3.97 2.5% 0.83 0.5% 53% False False 651,573
40 158.78 154.81 3.97 2.5% 0.79 0.5% 53% False False 623,722
60 158.78 153.50 5.28 3.4% 0.80 0.5% 65% False False 613,345
80 158.78 152.75 6.03 3.8% 0.81 0.5% 69% False False 522,610
100 158.78 152.36 6.42 4.1% 0.78 0.5% 71% False False 418,897
120 158.78 149.89 8.89 5.7% 0.82 0.5% 79% False False 349,285
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.16
2.618 160.84
1.618 159.42
1.000 158.54
0.618 158.00
HIGH 157.12
0.618 156.58
0.500 156.41
0.382 156.24
LOW 155.70
0.618 154.82
1.000 154.28
1.618 153.40
2.618 151.98
4.250 149.67
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 156.76 156.90
PP 156.58 156.86
S1 156.41 156.83

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

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