Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 160.27 160.31 0.04 0.0% 159.75
High 160.66 160.37 -0.29 -0.2% 160.66
Low 160.16 159.98 -0.18 -0.1% 158.94
Close 160.44 160.11 -0.33 -0.2% 160.44
Range 0.50 0.39 -0.11 -22.0% 1.72
ATR 0.67 0.66 -0.02 -2.3% 0.00
Volume 93,208 318,286 225,078 241.5% 226,523
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 161.32 161.11 160.32
R3 160.93 160.72 160.22
R2 160.54 160.54 160.18
R1 160.33 160.33 160.15 160.24
PP 160.15 160.15 160.15 160.11
S1 159.94 159.94 160.07 159.85
S2 159.76 159.76 160.04
S3 159.37 159.55 160.00
S4 158.98 159.16 159.90
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 165.17 164.53 161.39
R3 163.45 162.81 160.91
R2 161.73 161.73 160.76
R1 161.09 161.09 160.60 161.41
PP 160.01 160.01 160.01 160.18
S1 159.37 159.37 160.28 159.69
S2 158.29 158.29 160.12
S3 156.57 157.65 159.97
S4 154.85 155.93 159.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.66 159.26 1.40 0.9% 0.52 0.3% 61% False False 103,394
10 160.66 158.94 1.72 1.1% 0.53 0.3% 68% False False 58,023
20 160.66 156.40 4.26 2.7% 0.64 0.4% 87% False False 31,188
40 160.66 156.40 4.26 2.7% 0.64 0.4% 87% False False 16,594
60 160.66 155.11 5.55 3.5% 0.64 0.4% 90% False False 11,273
80 161.71 154.54 7.17 4.5% 0.65 0.4% 78% False False 8,459
100 161.71 152.58 9.13 5.7% 0.57 0.4% 82% False False 6,775
120 161.71 150.23 11.48 7.2% 0.53 0.3% 86% False False 5,646
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.03
2.618 161.39
1.618 161.00
1.000 160.76
0.618 160.61
HIGH 160.37
0.618 160.22
0.500 160.18
0.382 160.13
LOW 159.98
0.618 159.74
1.000 159.59
1.618 159.35
2.618 158.96
4.250 158.32
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 160.18 160.32
PP 160.15 160.25
S1 160.13 160.18

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

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