Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 158.76 157.70 -1.06 -0.7% 159.01
High 158.88 158.22 -0.66 -0.4% 159.28
Low 157.52 157.65 0.13 0.1% 157.81
Close 157.88 157.92 0.04 0.0% 157.84
Range 1.36 0.57 -0.79 -58.1% 1.47
ATR 0.96 0.94 -0.03 -2.9% 0.00
Volume 256,671 452,963 196,292 76.5% 694,919
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 159.64 159.35 158.23
R3 159.07 158.78 158.08
R2 158.50 158.50 158.02
R1 158.21 158.21 157.97 158.36
PP 157.93 157.93 157.93 158.00
S1 157.64 157.64 157.87 157.79
S2 157.36 157.36 157.82
S3 156.79 157.07 157.76
S4 156.22 156.50 157.61
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
5 159.08 157.52 1.56 1.0% 0.92 0.6% 26% False False 274,474
10 159.28 156.78 2.50 1.6% 0.96 0.6% 46% False False 341,125
20 160.53 156.42 4.11 2.6% 1.06 0.7% 36% False False 482,324
40 160.66 156.40 4.26 2.7% 0.85 0.5% 36% False False 256,756
60 160.66 156.40 4.26 2.7% 0.78 0.5% 36% False False 171,837
80 160.66 155.11 5.55 3.5% 0.74 0.5% 51% False False 129,036
100 161.71 154.54 7.17 4.5% 0.73 0.5% 47% False False 103,232
120 161.71 152.58 9.13 5.8% 0.65 0.4% 58% False False 86,033
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 160.64
2.618 159.71
1.618 159.14
1.000 158.79
0.618 158.57
HIGH 158.22
0.618 158.00
0.500 157.94
0.382 157.87
LOW 157.65
0.618 157.30
1.000 157.08
1.618 156.73
2.618 156.16
4.250 155.23
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 157.94 158.26
PP 157.93 158.15
S1 157.93 158.03

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

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