Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 04-Jan-2016

Day Change Summary
	Previous	Current
	30-Dec-2015	04-Jan-2016	Change	Change %	Previous Week
Open	157.70	158.39	0.69	0.4%	158.00
High	158.22	158.95	0.73	0.5%	159.00
Low	157.65	158.33	0.68	0.4%	157.52
Close	157.92	158.79	0.87	0.6%	157.92
Range	0.57	0.62	0.05	8.8%	1.48
ATR	0.94	0.94	0.01	0.7%	0.00
Volume	452,963	501,288	48,325	10.7%	985,075

Daily Pivots for day following 04-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	160.55	160.29	159.13
R3	159.93	159.67	158.96
R2	159.31	159.31	158.90
R1	159.05	159.05	158.85	159.18
PP	158.69	158.69	158.69	158.76
S1	158.43	158.43	158.73	158.56
S2	158.07	158.07	158.68
S3	157.45	157.81	158.62
S4	156.83	157.19	158.45

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	162.59	161.73	158.73
R3	161.11	160.25	158.33
R2	159.63	159.63	158.19
R1	158.77	158.77	158.06	158.46
PP	158.15	158.15	158.15	157.99
S1	157.29	157.29	157.78	156.98
S2	156.67	156.67	157.65
S3	155.19	155.81	157.51
S4	153.71	154.33	157.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159.00	157.52	1.48	0.9%	0.88	0.6%	86%	False	False	331,602
10	159.28	156.78	2.50	1.6%	0.88	0.6%	80%	False	False	344,659
20	160.53	156.42	4.11	2.6%	1.04	0.7%	58%	False	False	476,452
40	160.66	156.40	4.26	2.7%	0.85	0.5%	56%	False	False	269,288
60	160.66	156.40	4.26	2.7%	0.78	0.5%	56%	False	False	180,192
80	160.66	155.11	5.55	3.5%	0.75	0.5%	66%	False	False	135,302
100	161.71	154.54	7.17	4.5%	0.74	0.5%	59%	False	False	108,245
120	161.71	152.93	8.78	5.5%	0.66	0.4%	67%	False	False	90,204

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	161.59
2.618	160.57
1.618	159.95
1.000	159.57
0.618	159.33
HIGH	158.95
0.618	158.71
0.500	158.64
0.382	158.57
LOW	158.33
0.618	157.95
1.000	157.71
1.618	157.33
2.618	156.71
4.250	155.70

Fisher Pivots for day following 04-Jan-2016
Pivot	1 day	3 day
R1	158.74	158.61
PP	158.69	158.42
S1	158.64	158.24

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols