Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 155.31 155.28 -0.03 0.0% 156.29
High 155.67 156.32 0.65 0.4% 156.94
Low 155.11 155.15 0.04 0.0% 156.18
Close 155.31 155.25 -0.06 0.0% 156.94
Range 0.56 1.17 0.61 108.9% 0.76
ATR 0.87 0.89 0.02 2.5% 0.00
Volume
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 159.08 158.34 155.89
R3 157.91 157.17 155.57
R2 156.74 156.74 155.46
R1 156.00 156.00 155.36 155.79
PP 155.57 155.57 155.57 155.47
S1 154.83 154.83 155.14 154.62
S2 154.40 154.40 155.04
S3 153.23 153.66 154.93
S4 152.06 152.49 154.61
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
5 157.15 155.11 2.04 1.3% 0.83 0.5% 7% False False 1,410
10 161.71 155.11 6.60 4.3% 1.07 0.7% 2% False False 709
20 161.71 154.54 7.17 4.6% 0.82 0.5% 10% False False 364
40 161.71 154.54 7.17 4.6% 0.53 0.3% 10% False False 186
60 161.71 150.23 11.48 7.4% 0.49 0.3% 44% False False 137
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 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.29
2.618 159.38
1.618 158.21
1.000 157.49
0.618 157.04
HIGH 156.32
0.618 155.87
0.500 155.74
0.382 155.60
LOW 155.15
0.618 154.43
1.000 153.98
1.618 153.26
2.618 152.09
4.250 150.18
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 155.74 156.06
PP 155.57 155.79
S1 155.41 155.52

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

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