Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	156.86	158.08	1.22	0.8%	156.77
High	158.00	158.08	0.08	0.1%	157.15
Low	156.86	157.62	0.76	0.5%	155.11
Close	157.89	157.75	-0.14	-0.1%	156.81
Range	1.14	0.46	-0.68	-59.6%	2.04
ATR	0.95	0.92	-0.04	-3.7%	0.00
Volume	211	0	-211	-100.0%	7,729

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.20	158.93	158.00
R3	158.74	158.47	157.88
R2	158.28	158.28	157.83
R1	158.01	158.01	157.79	157.92
PP	157.82	157.82	157.82	157.77
S1	157.55	157.55	157.71	157.46
S2	157.36	157.36	157.67
S3	156.90	157.09	157.62
S4	156.44	156.63	157.50

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	162.48	161.68	157.93
R3	160.44	159.64	157.37
R2	158.40	158.40	157.18
R1	157.60	157.60	157.00	158.00
PP	156.36	156.36	156.36	156.56
S1	155.56	155.56	156.62	155.96
S2	154.32	154.32	156.44
S3	152.28	153.52	156.25
S4	150.24	151.48	155.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158.08	155.15	2.93	1.9%	0.75	0.5%	89%	True	False	414
10	158.08	155.11	2.97	1.9%	0.68	0.4%	89%	True	False	914
20	161.71	154.54	7.17	4.5%	0.76	0.5%	45%	False	False	460
40	161.71	154.54	7.17	4.5%	0.56	0.4%	45%	False	False	237
60	161.71	151.06	10.65	6.8%	0.51	0.3%	63%	False	False	172

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0.07
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	160.04
2.618	159.28
1.618	158.82
1.000	158.54
0.618	158.36
HIGH	158.08
0.618	157.90
0.500	157.85
0.382	157.80
LOW	157.62
0.618	157.34
1.000	157.16
1.618	156.88
2.618	156.42
4.250	155.67

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	157.85	157.60
PP	157.82	157.45
S1	157.78	157.30

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols