Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 158.00 158.28 0.28 0.2% 159.11
High 158.27 158.50 0.23 0.1% 159.15
Low 158.00 157.99 -0.01 0.0% 157.60
Close 158.24 157.99 -0.25 -0.2% 157.71
Range 0.27 0.51 0.24 88.9% 1.55
ATR 0.79 0.77 -0.02 -2.5% 0.00
Volume 2,617 0 -2,617 -100.0% 556
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 159.69 159.35 158.27
R3 159.18 158.84 158.13
R2 158.67 158.67 158.08
R1 158.33 158.33 158.04 158.25
PP 158.16 158.16 158.16 158.12
S1 157.82 157.82 157.94 157.74
S2 157.65 157.65 157.90
S3 157.14 157.31 157.85
S4 156.63 156.80 157.71
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 162.80 161.81 158.56
R3 161.25 160.26 158.14
R2 159.70 159.70 157.99
R1 158.71 158.71 157.85 158.43
PP 158.15 158.15 158.15 158.02
S1 157.16 157.16 157.57 156.88
S2 156.60 156.60 157.43
S3 155.05 155.61 157.28
S4 153.50 154.06 156.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.54 157.60 0.94 0.6% 0.47 0.3% 41% False False 634
10 159.63 157.60 2.03 1.3% 0.64 0.4% 19% False False 553
20 159.63 155.11 4.52 2.9% 0.66 0.4% 64% False False 435
40 161.71 154.54 7.17 4.5% 0.72 0.5% 48% False False 402
60 161.71 154.34 7.37 4.7% 0.55 0.3% 50% False False 269
80 161.71 150.23 11.48 7.3% 0.51 0.3% 68% False False 212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 160.67
2.618 159.84
1.618 159.33
1.000 159.01
0.618 158.82
HIGH 158.50
0.618 158.31
0.500 158.25
0.382 158.18
LOW 157.99
0.618 157.67
1.000 157.48
1.618 157.16
2.618 156.65
4.250 155.82
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 158.25 158.05
PP 158.16 158.03
S1 158.08 158.01

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

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