Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 157.83 158.56 0.73 0.5% 157.43
High 158.86 159.63 0.77 0.5% 159.63
Low 157.80 158.42 0.62 0.4% 157.23
Close 158.66 159.19 0.53 0.3% 159.19
Range 1.06 1.21 0.15 14.2% 2.40
ATR 0.86 0.88 0.03 2.9% 0.00
Volume 842 44 -798 -94.8% 2,576
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 162.71 162.16 159.86
R3 161.50 160.95 159.52
R2 160.29 160.29 159.41
R1 159.74 159.74 159.30 160.02
PP 159.08 159.08 159.08 159.22
S1 158.53 158.53 159.08 158.81
S2 157.87 157.87 158.97
S3 156.66 157.32 158.86
S4 155.45 156.11 158.52
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 165.88 164.94 160.51
R3 163.48 162.54 159.85
R2 161.08 161.08 159.63
R1 160.14 160.14 159.41 160.61
PP 158.68 158.68 158.68 158.92
S1 157.74 157.74 158.97 158.21
S2 156.28 156.28 158.75
S3 153.88 155.34 158.53
S4 151.48 152.94 157.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.63 157.23 2.40 1.5% 0.79 0.5% 82% True False 515
10 159.63 156.52 3.11 2.0% 0.69 0.4% 86% True False 368
20 159.63 155.11 4.52 2.8% 0.62 0.4% 90% True False 631
40 161.71 154.54 7.17 4.5% 0.65 0.4% 65% False False 323
60 161.71 152.32 9.39 5.9% 0.52 0.3% 73% False False 229
80 161.76 141.73 20.03 12.6% 0.72 0.4% 87% False False 172
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 0.07
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 164.77
2.618 162.80
1.618 161.59
1.000 160.84
0.618 160.38
HIGH 159.63
0.618 159.17
0.500 159.03
0.382 158.88
LOW 158.42
0.618 157.67
1.000 157.21
1.618 156.46
2.618 155.25
4.250 153.28
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 159.14 159.03
PP 159.08 158.87
S1 159.03 158.72

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

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