Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 156.77 157.00 0.23 0.1% 156.29
High 157.15 157.00 -0.15 -0.1% 156.94
Low 156.66 155.41 -1.25 -0.8% 156.18
Close 156.98 155.69 -1.29 -0.8% 156.94
Range 0.49 1.59 1.10 224.5% 0.76
ATR 0.83 0.89 0.05 6.5% 0.00
Volume 5,867 0 -5,867 -100.0% 1,211
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 160.80 159.84 156.56
R3 159.21 158.25 156.13
R2 157.62 157.62 155.98
R1 156.66 156.66 155.84 156.35
PP 156.03 156.03 156.03 155.88
S1 155.07 155.07 155.54 154.76
S2 154.44 154.44 155.40
S3 152.85 153.48 155.25
S4 151.26 151.89 154.82
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
5 157.15 155.41 1.74 1.1% 0.52 0.3% 16% False True 1,414
10 161.71 154.69 7.02 4.5% 0.96 0.6% 14% False False 713
20 161.71 154.54 7.17 4.6% 0.78 0.5% 16% False False 370
40 161.71 154.34 7.37 4.7% 0.49 0.3% 18% False False 186
60 161.71 150.23 11.48 7.4% 0.46 0.3% 48% False False 137
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 0.04
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 163.76
2.618 161.16
1.618 159.57
1.000 158.59
0.618 157.98
HIGH 157.00
0.618 156.39
0.500 156.21
0.382 156.02
LOW 155.41
0.618 154.43
1.000 153.82
1.618 152.84
2.618 151.25
4.250 148.65
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 156.21 156.28
PP 156.03 156.08
S1 155.86 155.89

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

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