Euro Bund Future June 2016

Trading Metrics calculated at close of trading on 27-Jan-2016

Day Change Summary
	Previous	Current
	26-Jan-2016	27-Jan-2016	Change	Change %	Previous Week
Open	159.15	159.35	0.20	0.1%	157.66
High	159.36	159.67	0.31	0.2%	159.21
Low	159.03	159.05	0.02	0.0%	157.38
Close	159.26	159.30	0.04	0.0%	158.74
Range	0.33	0.62	0.29	87.9%	1.83
ATR	0.60	0.60	0.00	0.3%	0.00
Volume	8,146	3,500	-4,646	-57.0%	3,686

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	161.20	160.87	159.64
R3	160.58	160.25	159.47
R2	159.96	159.96	159.41
R1	159.63	159.63	159.36	159.49
PP	159.34	159.34	159.34	159.27
S1	159.01	159.01	159.24	158.87
S2	158.72	158.72	159.19
S3	158.10	158.39	159.13
S4	157.48	157.77	158.96

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	163.93	163.17	159.75
R3	162.10	161.34	159.24
R2	160.27	160.27	159.08
R1	159.51	159.51	158.91	159.89
PP	158.44	158.44	158.44	158.64
S1	157.68	157.68	158.57	158.06
S2	156.61	156.61	158.40
S3	154.78	155.85	158.24
S4	152.95	154.02	157.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159.67	158.40	1.27	0.8%	0.42	0.3%	71%	True	False	3,658
10	159.67	157.07	2.60	1.6%	0.45	0.3%	86%	True	False	2,227
20	159.67	155.39	4.28	2.7%	0.40	0.2%	91%	True	False	1,447

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.13
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	162.31
2.618	161.29
1.618	160.67
1.000	160.29
0.618	160.05
HIGH	159.67
0.618	159.43
0.500	159.36
0.382	159.29
LOW	159.05
0.618	158.67
1.000	158.43
1.618	158.05
2.618	157.43
4.250	156.42

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	159.36	159.27
PP	159.34	159.25
S1	159.32	159.22

Download as Excel Spreadsheet

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

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