Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 159.00 158.99 -0.01 0.0% 156.83
High 159.19 159.52 0.33 0.2% 158.83
Low 158.59 158.99 0.40 0.3% 156.40
Close 159.12 159.12 0.00 0.0% 158.66
Range 0.60 0.53 -0.07 -11.7% 2.43
ATR 0.76 0.74 -0.02 -2.1% 0.00
Volume 10,041 0 -10,041 -100.0% 33,500
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 160.80 160.49 159.41
R3 160.27 159.96 159.27
R2 159.74 159.74 159.22
R1 159.43 159.43 159.17 159.59
PP 159.21 159.21 159.21 159.29
S1 158.90 158.90 159.07 159.06
S2 158.68 158.68 159.02
S3 158.15 158.37 158.97
S4 157.62 157.84 158.83
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 165.25 164.39 160.00
R3 162.82 161.96 159.33
R2 160.39 160.39 159.11
R1 159.53 159.53 158.88 159.96
PP 157.96 157.96 157.96 158.18
S1 157.10 157.10 158.44 157.53
S2 155.53 155.53 158.21
S3 153.10 154.67 157.99
S4 150.67 152.24 157.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.52 157.61 1.91 1.2% 0.59 0.4% 79% True False 4,611
10 159.52 156.40 3.12 2.0% 0.73 0.5% 87% True False 4,354
20 160.62 156.40 4.22 2.7% 0.74 0.5% 64% False False 3,897
40 160.62 156.40 4.22 2.7% 0.67 0.4% 64% False False 2,175
60 161.71 154.54 7.17 4.5% 0.70 0.4% 64% False False 1,604
80 161.71 154.54 7.17 4.5% 0.61 0.4% 64% False False 1,206
100 161.71 151.06 10.65 6.7% 0.58 0.4% 76% False False 973
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 False
Bull Hook False
Stretch 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 161.77
2.618 160.91
1.618 160.38
1.000 160.05
0.618 159.85
HIGH 159.52
0.618 159.32
0.500 159.26
0.382 159.19
LOW 158.99
0.618 158.66
1.000 158.46
1.618 158.13
2.618 157.60
4.250 156.74
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 159.26 159.01
PP 159.21 158.89
S1 159.17 158.78

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

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