Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 158.41 158.00 -0.41 -0.3% 159.01
High 158.56 159.00 0.44 0.3% 159.28
Low 157.81 157.88 0.07 0.0% 157.81
Close 157.84 158.89 1.05 0.7% 157.84
Range 0.75 1.12 0.37 49.3% 1.47
ATR 0.91 0.93 0.02 1.9% 0.00
Volume 171,648 275,441 103,793 60.5% 694,919
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 161.95 161.54 159.51
R3 160.83 160.42 159.20
R2 159.71 159.71 159.10
R1 159.30 159.30 158.99 159.51
PP 158.59 158.59 158.59 158.69
S1 158.18 158.18 158.79 158.39
S2 157.47 157.47 158.68
S3 156.35 157.06 158.58
S4 155.23 155.94 158.27
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 162.72 161.75 158.65
R3 161.25 160.28 158.24
R2 159.78 159.78 158.11
R1 158.81 158.81 157.97 158.56
PP 158.31 158.31 158.31 158.19
S1 157.34 157.34 157.71 157.09
S2 156.84 156.84 157.57
S3 155.37 155.87 157.44
S4 153.90 154.40 157.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.28 157.81 1.47 0.9% 0.82 0.5% 73% False False 249,573
10 159.36 156.78 2.58 1.6% 0.91 0.6% 82% False False 397,431
20 160.66 156.42 4.24 2.7% 1.01 0.6% 58% False False 467,417
40 160.66 156.40 4.26 2.7% 0.83 0.5% 58% False False 239,551
60 160.66 156.40 4.26 2.7% 0.78 0.5% 58% False False 160,011
80 161.71 155.11 6.60 4.2% 0.80 0.5% 57% False False 120,166
100 161.71 154.54 7.17 4.5% 0.72 0.5% 61% False False 96,135
120 161.71 151.90 9.81 6.2% 0.64 0.4% 71% False False 80,120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 163.76
2.618 161.93
1.618 160.81
1.000 160.12
0.618 159.69
HIGH 159.00
0.618 158.57
0.500 158.44
0.382 158.31
LOW 157.88
0.618 157.19
1.000 156.76
1.618 156.07
2.618 154.95
4.250 153.12
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 158.74 158.74
PP 158.59 158.59
S1 158.44 158.45

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

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