Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 158.58 159.01 0.43 0.3% 159.06
High 159.20 159.28 0.08 0.1% 159.21
Low 158.50 158.57 0.07 0.0% 156.78
Close 159.01 159.02 0.01 0.0% 159.01
Range 0.70 0.71 0.01 1.4% 2.43
ATR 0.95 0.94 -0.02 -1.8% 0.00
Volume 277,509 307,620 30,111 10.9% 2,454,286
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 161.09 160.76 159.41
R3 160.38 160.05 159.22
R2 159.67 159.67 159.15
R1 159.34 159.34 159.09 159.51
PP 158.96 158.96 158.96 159.04
S1 158.63 158.63 158.95 158.80
S2 158.25 158.25 158.89
S3 157.54 157.92 158.82
S4 156.83 157.21 158.63
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 165.62 164.75 160.35
R3 163.19 162.32 159.68
R2 160.76 160.76 159.46
R1 159.89 159.89 159.23 159.11
PP 158.33 158.33 158.33 157.95
S1 157.46 157.46 158.79 156.68
S2 155.90 155.90 158.56
S3 153.47 155.03 158.34
S4 151.04 152.60 157.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.28 156.78 2.50 1.6% 0.99 0.6% 90% True False 407,776
10 159.36 156.78 2.58 1.6% 0.85 0.5% 87% False False 472,189
20 160.66 156.42 4.24 2.7% 0.96 0.6% 61% False False 439,553
40 160.66 156.40 4.26 2.7% 0.84 0.5% 62% False False 223,161
60 160.66 156.40 4.26 2.7% 0.76 0.5% 62% False False 149,005
80 161.71 154.54 7.17 4.5% 0.78 0.5% 62% False False 111,882
100 161.71 154.54 7.17 4.5% 0.70 0.4% 62% False False 89,508
120 161.71 151.90 9.81 6.2% 0.63 0.4% 73% False False 74,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.30
2.618 161.14
1.618 160.43
1.000 159.99
0.618 159.72
HIGH 159.28
0.618 159.01
0.500 158.93
0.382 158.84
LOW 158.57
0.618 158.13
1.000 157.86
1.618 157.42
2.618 156.71
4.250 155.55
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 158.99 158.81
PP 158.96 158.60
S1 158.93 158.40

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

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