Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 26-Feb-2016

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.11)

Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.44

Price Levels

Neutral

0.00

Trend

Buy

+0.50

Relative Volume (20d): 0.99x

ATR(14) %: 0.5%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	25-Feb-2016	26-Feb-2016	Change	Change %	Previous Week
Open	165.71	166.10	0.39	0.2%	165.01
High	166.25	166.13	-0.12	-0.1%	166.25
Low	165.59	165.77	0.18	0.1%	164.75
Close	166.13	165.95	-0.18	-0.1%	165.95
Range	0.66	0.36	-0.30	-45.5%	1.50
ATR(14)	0.87	0.83	-0.04	-4.2%	0.83
Volume	527,066	716,200	189,134	35.9%	3,400,636

Multi-Period Performance

1-Month (21d)

2.5%

3-Month (63d)

4.3%

6-Month (126d)

6.5%

1-Year (252d)

—

Year-To-Date (YTD)

4.5%

52-Week Range

52W Low: 141.73 (17.1%)

Position (99%)

52W High: 166.25 (0.2%)

Daily Pivots for day following 26-Feb-2016

Level	Classic	Woodie	Camarilla	DeMark
R4	167.03	166.85	166.15
R3	166.67	166.49	166.05
R2	166.31	166.31	166.02
R1	166.13	166.13	165.98	166.04
PP	165.95	165.95	165.95	165.91
S1	165.77	165.77	165.92	165.68
S2	165.59	165.59	165.88
S3	165.23	165.41	165.85
S4	164.87	165.05	165.75

Weekly Pivots for week ending 26-Feb-2016

Level	Classic	Woodie	Camarilla	DeMark
R4	170.15	169.55	166.78
R3	168.65	168.05	166.36
R2	167.15	167.15	166.23
R1	166.55	166.55	166.09	166.85
PP	165.65	165.65	165.65	165.80
S1	165.05	165.05	165.81	165.35
S2	164.15	164.15	165.68
S3	162.65	163.55	165.54
S4	161.15	162.05	165.13

Fisher Pivots for day following 26-Feb-2016

Pivot	1 Day	3 Day
R1	165.95	165.93
PP	165.95	165.90
S1	165.95	165.88

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	167.66
2.618	167.07
1.618	166.71
1.000	166.49
0.618	166.35
HIGH	166.13
0.618	165.99
0.500	165.95
0.382	165.91
LOW	165.77
0.618	165.55
1.000	165.41
1.618	165.19
2.618	164.83
4.250	164.24

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	160.46
38.2%	156.88
50.0%	153.99
61.8%	151.10
78.6%	146.98

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	165.80	0.15	0.1%	Above
10-Day SMA	165.21	0.74	0.4%	Above
20-Day SMA	164.63	1.32	0.8%	Above
50-Day SMA	161.58	4.37	2.7%	Above
100-Day SMA	160.19	5.76	3.6%	Above
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 166.50

Middle: 164.63

Lower: 162.77

Bandwidth: 2.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 165.14

Kijun-sen: 163.53

Span A: 164.33

Span B: 161.52

Chikou Span: 161.13

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

69.14

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

1.21

Signal: 1.21 · Hist: -0.01

Stochastic (14, 3)

Bearish

%K: 88.14

%D: 91.58

StochRSI (14)

Neutral

%K: 62.78

%D: 58.54

ADX (14) & Trend

Strong Trend

55.78

+DI: 31.54 · -DI: 7.07

CCI (20)

Oversold

124.15

Range -100 to +100

Williams %R (14)

Bearish

-11.86

Range -100 to 0

Ultimate Oscillator

Neutral

68.86

Periods: 7, 14, 28

ROC (12)

Bullish

0.80%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

1.04

Bull: 1.04 · Bear: 0.68

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 60 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.25	164.75	1.50	0.9%	0.65	0.4%	80%	False	False	680,127
10	166.25	164.02	2.23	1.3%	0.71	0.4%	87%	False	False	628,792
20	166.25	162.70	3.55	2.1%	0.81	0.5%	92%	False	False	726,589
40	166.25	157.52	8.73	5.3%	0.79	0.5%	97%	False	False	681,543
60	166.25	156.42	9.83	5.9%	0.86	0.5%	97%	False	False	610,168
80	166.25	156.40	9.85	5.9%	0.81	0.5%	97%	False	False	460,547
100	166.25	156.40	9.85	5.9%	0.78	0.5%	97%	False	False	368,624
120	166.25	155.11	11.14	6.7%	0.80	0.5%	97%	False	False	307,292

JSON API Access

Have your machine get this note via API for just $0.01.

Get this note via API