Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 156.30 156.60 0.30 0.2% 156.29
High 156.39 156.94 0.55 0.4% 156.94
Low 156.30 156.60 0.30 0.2% 156.18
Close 156.39 156.94 0.55 0.4% 156.94
Range 0.09 0.34 0.25 277.8% 0.76
ATR 0.88 0.86 -0.02 -2.7% 0.00
Volume 21 1,186 1,165 5,547.6% 1,211
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 157.85 157.73 157.13
R3 157.51 157.39 157.03
R2 157.17 157.17 157.00
R1 157.05 157.05 156.97 157.11
PP 156.83 156.83 156.83 156.86
S1 156.71 156.71 156.91 156.77
S2 156.49 156.49 156.88
S3 156.15 156.37 156.85
S4 155.81 156.03 156.75
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 158.97 158.71 157.36
R3 158.21 157.95 157.15
R2 157.45 157.45 157.08
R1 157.19 157.19 157.01 157.32
PP 156.69 156.69 156.69 156.75
S1 156.43 156.43 156.87 156.56
S2 155.93 155.93 156.80
S3 155.17 155.67 156.73
S4 154.41 154.91 156.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.94 156.18 0.76 0.5% 0.21 0.1% 100% True False 242
10 161.71 154.54 7.17 4.6% 0.84 0.5% 33% False False 127
20 161.71 154.54 7.17 4.6% 0.68 0.4% 33% False False 76
40 161.71 153.69 8.02 5.1% 0.45 0.3% 41% False False 40
60 161.71 150.23 11.48 7.3% 0.42 0.3% 58% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 158.39
2.618 157.83
1.618 157.49
1.000 157.28
0.618 157.15
HIGH 156.94
0.618 156.81
0.500 156.77
0.382 156.73
LOW 156.60
0.618 156.39
1.000 156.26
1.618 156.05
2.618 155.71
4.250 155.16
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 156.88 156.82
PP 156.83 156.69
S1 156.77 156.57

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

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