Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 07-Sep-2015
Day Change Summary
Previous Current
04-Sep-2015 07-Sep-2015 Change Change % Previous Week
Open 155.99 156.29 0.30 0.2% 154.99
High 161.71 156.47 -5.24 -3.2% 161.71
Low 155.83 156.18 0.35 0.2% 154.54
Close 156.18 156.18 0.00 0.0% 156.18
Range 5.88 0.29 -5.59 -95.1% 7.17
ATR 1.10 1.04 -0.06 -5.3% 0.00
Volume 20 0 -20 -100.0% 60
Daily Pivots for day following 07-Sep-2015
Classic Woodie Camarilla DeMark
R4 157.15 156.95 156.34
R3 156.86 156.66 156.26
R2 156.57 156.57 156.23
R1 156.37 156.37 156.21 156.33
PP 156.28 156.28 156.28 156.25
S1 156.08 156.08 156.15 156.04
S2 155.99 155.99 156.13
S3 155.70 155.79 156.10
S4 155.41 155.50 156.02
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 178.99 174.75 160.12
R3 171.82 167.58 158.15
R2 164.65 164.65 157.49
R1 160.41 160.41 156.84 162.53
PP 157.48 157.48 157.48 158.54
S1 153.24 153.24 155.52 155.36
S2 150.31 150.31 154.87
S3 143.14 146.07 154.21
S4 135.97 138.90 152.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.71 154.54 7.17 4.6% 1.45 0.9% 23% False False 12
10 161.71 154.54 7.17 4.6% 1.07 0.7% 23% False False 6
20 161.71 154.54 7.17 4.6% 0.69 0.4% 23% False False 16
40 161.71 152.58 9.13 5.8% 0.47 0.3% 39% False False 29
60 161.71 150.23 11.48 7.4% 0.42 0.3% 52% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 157.70
2.618 157.23
1.618 156.94
1.000 156.76
0.618 156.65
HIGH 156.47
0.618 156.36
0.500 156.33
0.382 156.29
LOW 156.18
0.618 156.00
1.000 155.89
1.618 155.71
2.618 155.42
4.250 154.95
Fisher Pivots for day following 07-Sep-2015
Pivot 1 day 3 day
R1 156.33 158.36
PP 156.28 157.63
S1 156.23 156.91

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

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