Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 158.73 157.55 -1.18 -0.7% 158.00
High 158.73 158.51 -0.22 -0.1% 158.98
Low 157.63 157.55 -0.08 -0.1% 157.99
Close 157.72 158.45 0.73 0.5% 158.79
Range 1.10 0.96 -0.14 -12.7% 0.99
ATR 0.73 0.75 0.02 2.2% 0.00
Volume 0 954 954 5,053
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 161.05 160.71 158.98
R3 160.09 159.75 158.71
R2 159.13 159.13 158.63
R1 158.79 158.79 158.54 158.96
PP 158.17 158.17 158.17 158.26
S1 157.83 157.83 158.36 158.00
S2 157.21 157.21 158.27
S3 156.25 156.87 158.19
S4 155.29 155.91 157.92
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 161.56 161.16 159.33
R3 160.57 160.17 159.06
R2 159.58 159.58 158.97
R1 159.18 159.18 158.88 159.38
PP 158.59 158.59 158.59 158.69
S1 158.19 158.19 158.70 158.39
S2 157.60 157.60 158.61
S3 156.61 157.20 158.52
S4 155.62 156.21 158.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.98 157.55 1.43 0.9% 0.65 0.4% 63% False True 559
10 158.98 157.55 1.43 0.9% 0.57 0.4% 63% False True 656
20 159.63 156.95 2.68 1.7% 0.63 0.4% 56% False False 501
40 161.71 154.54 7.17 4.5% 0.70 0.4% 55% False False 481
60 161.71 154.54 7.17 4.5% 0.59 0.4% 55% False False 325
80 161.71 151.06 10.65 6.7% 0.54 0.3% 69% False False 254
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 True
Bull Hook False
Stretch 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.59
2.618 161.02
1.618 160.06
1.000 159.47
0.618 159.10
HIGH 158.51
0.618 158.14
0.500 158.03
0.382 157.92
LOW 157.55
0.618 156.96
1.000 156.59
1.618 156.00
2.618 155.04
4.250 153.47
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 158.31 158.35
PP 158.17 158.24
S1 158.03 158.14

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

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