Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 158.00 157.83 -0.17 -0.1% 156.85
High 158.12 158.86 0.74 0.5% 158.32
Low 157.80 157.80 0.00 0.0% 156.52
Close 158.03 158.66 0.63 0.4% 157.19
Range 0.32 1.06 0.74 231.3% 1.80
ATR 0.84 0.86 0.02 1.9% 0.00
Volume 1,473 842 -631 -42.8% 1,104
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 161.62 161.20 159.24
R3 160.56 160.14 158.95
R2 159.50 159.50 158.85
R1 159.08 159.08 158.76 159.29
PP 158.44 158.44 158.44 158.55
S1 158.02 158.02 158.56 158.23
S2 157.38 157.38 158.47
S3 156.32 156.96 158.37
S4 155.26 155.90 158.08
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 162.74 161.77 158.18
R3 160.94 159.97 157.69
R2 159.14 159.14 157.52
R1 158.17 158.17 157.36 158.66
PP 157.34 157.34 157.34 157.59
S1 156.37 156.37 157.03 156.86
S2 155.54 155.54 156.86
S3 153.74 154.57 156.70
S4 151.94 152.77 156.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.86 156.95 1.91 1.2% 0.63 0.4% 90% True False 506
10 158.86 156.44 2.42 1.5% 0.64 0.4% 92% True False 549
20 161.71 155.11 6.60 4.2% 0.86 0.5% 54% False False 629
40 161.71 154.54 7.17 4.5% 0.63 0.4% 57% False False 322
60 161.71 151.90 9.81 6.2% 0.50 0.3% 69% False False 229
80 161.76 141.73 20.03 12.6% 0.70 0.4% 85% False False 171
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 0.08
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 163.37
2.618 161.64
1.618 160.58
1.000 159.92
0.618 159.52
HIGH 158.86
0.618 158.46
0.500 158.33
0.382 158.20
LOW 157.80
0.618 157.14
1.000 156.74
1.618 156.08
2.618 155.02
4.250 153.30
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 158.55 158.55
PP 158.44 158.43
S1 158.33 158.32

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

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