Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 158.00 158.76 0.76 0.5% 159.01
High 159.00 158.88 -0.12 -0.1% 159.28
Low 157.88 157.52 -0.36 -0.2% 157.81
Close 158.89 157.88 -1.01 -0.6% 157.84
Range 1.12 1.36 0.24 21.4% 1.47
ATR 0.93 0.96 0.03 3.4% 0.00
Volume 275,441 256,671 -18,770 -6.8% 694,919
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 162.17 161.39 158.63
R3 160.81 160.03 158.25
R2 159.45 159.45 158.13
R1 158.67 158.67 158.00 158.38
PP 158.09 158.09 158.09 157.95
S1 157.31 157.31 157.76 157.02
S2 156.73 156.73 157.63
S3 155.37 155.95 157.51
S4 154.01 154.59 157.13
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
5 159.28 157.52 1.76 1.1% 0.95 0.6% 20% False True 245,406
10 159.28 156.78 2.50 1.6% 0.97 0.6% 44% False False 368,131
20 160.53 156.42 4.11 2.6% 1.05 0.7% 36% False False 475,590
40 160.66 156.40 4.26 2.7% 0.86 0.5% 35% False False 245,432
60 160.66 156.40 4.26 2.7% 0.78 0.5% 35% False False 164,288
80 160.66 155.11 5.55 3.5% 0.74 0.5% 50% False False 123,374
100 161.71 154.54 7.17 4.5% 0.73 0.5% 47% False False 98,702
120 161.71 152.32 9.39 5.9% 0.65 0.4% 59% False False 82,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 164.66
2.618 162.44
1.618 161.08
1.000 160.24
0.618 159.72
HIGH 158.88
0.618 158.36
0.500 158.20
0.382 158.04
LOW 157.52
0.618 156.68
1.000 156.16
1.618 155.32
2.618 153.96
4.250 151.74
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 158.20 158.26
PP 158.09 158.13
S1 157.99 158.01

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

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