Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 30-Oct-2015

Day Change Summary
	Previous	Current
	29-Oct-2015	30-Oct-2015	Change	Change %	Previous Week
Open	160.03	158.98	-1.05	-0.7%	159.51
High	160.15	159.41	-0.74	-0.5%	160.62
Low	158.90	158.95	0.05	0.0%	158.90
Close	158.99	159.10	0.11	0.1%	159.10
Range	1.25	0.46	-0.79	-63.2%	1.72
ATR	0.78	0.76	-0.02	-2.9%	0.00
Volume	0	21,436	21,436		31,604

Daily Pivots for day following 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	160.53	160.28	159.35
R3	160.07	159.82	159.23
R2	159.61	159.61	159.18
R1	159.36	159.36	159.14	159.49
PP	159.15	159.15	159.15	159.22
S1	158.90	158.90	159.06	159.03
S2	158.69	158.69	159.02
S3	158.23	158.44	158.97
S4	157.77	157.98	158.85

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	164.70	163.62	160.05
R3	162.98	161.90	159.57
R2	161.26	161.26	159.42
R1	160.18	160.18	159.26	159.86
PP	159.54	159.54	159.54	159.38
S1	158.46	158.46	158.94	158.14
S2	157.82	157.82	158.78
S3	156.10	156.74	158.63
S4	154.38	155.02	158.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	160.62	158.90	1.72	1.1%	0.69	0.4%	12%	False	False	6,320
10	160.62	157.55	3.07	1.9%	0.74	0.5%	50%	False	False	3,441
20	160.62	157.55	3.07	1.9%	0.63	0.4%	50%	False	False	2,001
40	160.62	155.11	5.51	3.5%	0.63	0.4%	72%	False	False	1,316
60	161.71	154.54	7.17	4.5%	0.64	0.4%	64%	False	False	882
80	161.71	152.32	9.39	5.9%	0.55	0.3%	72%	False	False	672
100	161.76	141.73	20.03	12.6%	0.70	0.4%	87%	False	False	538

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	161.37
2.618	160.61
1.618	160.15
1.000	159.87
0.618	159.69
HIGH	159.41
0.618	159.23
0.500	159.18
0.382	159.13
LOW	158.95
0.618	158.67
1.000	158.49
1.618	158.21
2.618	157.75
4.250	157.00

Fisher Pivots for day following 30-Oct-2015
Pivot	1 day	3 day
R1	159.18	159.76
PP	159.15	159.54
S1	159.13	159.32

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