Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 160.31 160.03 -0.28 -0.2% 159.75
High 160.37 160.39 0.02 0.0% 160.66
Low 159.98 159.45 -0.53 -0.3% 158.94
Close 160.11 160.28 0.17 0.1% 160.44
Range 0.39 0.94 0.55 141.0% 1.72
ATR 0.66 0.68 0.02 3.1% 0.00
Volume 318,286 618,716 300,430 94.4% 226,523
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 162.86 162.51 160.80
R3 161.92 161.57 160.54
R2 160.98 160.98 160.45
R1 160.63 160.63 160.37 160.81
PP 160.04 160.04 160.04 160.13
S1 159.69 159.69 160.19 159.87
S2 159.10 159.10 160.11
S3 158.16 158.75 160.02
S4 157.22 157.81 159.76
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
5 160.66 159.37 1.29 0.8% 0.59 0.4% 71% False False 219,617
10 160.66 158.94 1.72 1.1% 0.57 0.4% 78% False False 119,895
20 160.66 156.40 4.26 2.7% 0.65 0.4% 91% False False 62,124
40 160.66 156.40 4.26 2.7% 0.64 0.4% 91% False False 32,062
60 160.66 155.11 5.55 3.5% 0.65 0.4% 93% False False 21,585
80 161.71 154.54 7.17 4.5% 0.66 0.4% 80% False False 16,193
100 161.71 152.93 8.78 5.5% 0.58 0.4% 84% False False 12,955
120 161.71 150.23 11.48 7.2% 0.53 0.3% 88% False False 10,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 164.39
2.618 162.85
1.618 161.91
1.000 161.33
0.618 160.97
HIGH 160.39
0.618 160.03
0.500 159.92
0.382 159.81
LOW 159.45
0.618 158.87
1.000 158.51
1.618 157.93
2.618 156.99
4.250 155.46
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 160.16 160.21
PP 160.04 160.13
S1 159.92 160.06

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

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