Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 159.65 159.81 0.16 0.1% 159.00
High 159.98 160.07 0.09 0.1% 160.07
Low 159.51 159.68 0.17 0.1% 158.59
Close 159.90 159.90 0.00 0.0% 159.90
Range 0.47 0.39 -0.08 -17.0% 1.48
ATR 0.71 0.69 -0.02 -3.2% 0.00
Volume 22,037 0 -22,037 -100.0% 45,468
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 161.05 160.87 160.11
R3 160.66 160.48 160.01
R2 160.27 160.27 159.97
R1 160.09 160.09 159.94 160.18
PP 159.88 159.88 159.88 159.93
S1 159.70 159.70 159.86 159.79
S2 159.49 159.49 159.83
S3 159.10 159.31 159.79
S4 158.71 158.92 159.69
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 163.96 163.41 160.71
R3 162.48 161.93 160.31
R2 161.00 161.00 160.17
R1 160.45 160.45 160.04 160.73
PP 159.52 159.52 159.52 159.66
S1 158.97 158.97 159.76 159.25
S2 158.04 158.04 159.63
S3 156.56 157.49 159.49
S4 155.08 156.01 159.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.07 158.59 1.48 0.9% 0.49 0.3% 89% True False 9,093
10 160.07 156.40 3.67 2.3% 0.59 0.4% 95% True False 7,896
20 160.62 156.40 4.22 2.6% 0.68 0.4% 83% False False 5,528
40 160.62 156.40 4.22 2.6% 0.67 0.4% 83% False False 3,039
60 161.71 154.54 7.17 4.5% 0.71 0.4% 75% False False 2,194
80 161.71 154.54 7.17 4.5% 0.62 0.4% 75% False False 1,649
100 161.71 151.90 9.81 6.1% 0.57 0.4% 82% False False 1,327
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 161.73
2.618 161.09
1.618 160.70
1.000 160.46
0.618 160.31
HIGH 160.07
0.618 159.92
0.500 159.88
0.382 159.83
LOW 159.68
0.618 159.44
1.000 159.29
1.618 159.05
2.618 158.66
4.250 158.02
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 159.89 159.81
PP 159.88 159.73
S1 159.88 159.64

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

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