Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 163.45 163.28 -0.17 -0.1% 161.18
High 163.78 163.76 -0.02 0.0% 163.52
Low 162.88 163.16 0.28 0.2% 161.13
Close 162.97 163.46 0.49 0.3% 163.35
Range 0.90 0.60 -0.30 -33.3% 2.39
ATR 0.85 0.85 0.00 -0.5% 0.00
Volume 715,645 867,950 152,305 21.3% 3,756,024
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 165.26 164.96 163.79
R3 164.66 164.36 163.63
R2 164.06 164.06 163.57
R1 163.76 163.76 163.52 163.91
PP 163.46 163.46 163.46 163.54
S1 163.16 163.16 163.41 163.31
S2 162.86 162.86 163.35
S3 162.26 162.56 163.30
S4 161.66 161.96 163.13
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 169.84 168.98 164.66
R3 167.45 166.59 164.01
R2 165.06 165.06 163.79
R1 164.20 164.20 163.57 164.63
PP 162.67 162.67 162.67 162.88
S1 161.81 161.81 163.13 162.24
S2 160.28 160.28 162.91
S3 157.89 159.42 162.69
S4 155.50 157.03 162.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.78 161.61 2.17 1.3% 0.75 0.5% 85% False False 809,956
10 163.78 160.55 3.23 2.0% 0.72 0.4% 90% False False 719,409
20 163.78 158.45 5.33 3.3% 0.76 0.5% 94% False False 690,455
40 163.78 156.42 7.36 4.5% 0.90 0.6% 96% False False 583,454
60 163.78 156.40 7.38 4.5% 0.82 0.5% 96% False False 409,677
80 163.78 156.40 7.38 4.5% 0.77 0.5% 96% False False 307,758
100 163.78 155.11 8.67 5.3% 0.75 0.5% 96% False False 246,332
120 163.78 154.54 9.24 5.7% 0.74 0.5% 97% False False 205,280
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 166.31
2.618 165.33
1.618 164.73
1.000 164.36
0.618 164.13
HIGH 163.76
0.618 163.53
0.500 163.46
0.382 163.39
LOW 163.16
0.618 162.79
1.000 162.56
1.618 162.19
2.618 161.59
4.250 160.61
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 163.46 163.39
PP 163.46 163.31
S1 163.46 163.24

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

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