Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 156.80 156.81 0.01 0.0% 156.03
High 156.92 156.88 -0.04 0.0% 157.12
Low 156.45 155.71 -0.74 -0.5% 155.83
Close 156.64 155.91 -0.73 -0.5% 156.91
Range 0.47 1.17 0.70 148.9% 1.29
ATR 0.74 0.77 0.03 4.2% 0.00
Volume 702,411 567,360 -135,051 -19.2% 2,398,923
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 159.68 158.96 156.55
R3 158.51 157.79 156.23
R2 157.34 157.34 156.12
R1 156.62 156.62 156.02 156.40
PP 156.17 156.17 156.17 156.05
S1 155.45 155.45 155.80 155.23
S2 155.00 155.00 155.70
S3 153.83 154.28 155.59
S4 152.66 153.11 155.27
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 160.49 159.99 157.62
R3 159.20 158.70 157.26
R2 157.91 157.91 157.15
R1 157.41 157.41 157.03 157.66
PP 156.62 156.62 156.62 156.75
S1 156.12 156.12 156.79 156.37
S2 155.33 155.33 156.67
S3 154.04 154.83 156.56
S4 152.75 153.54 156.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.12 155.71 1.41 0.9% 0.63 0.4% 14% False True 519,288
10 157.12 155.71 1.41 0.9% 0.62 0.4% 14% False True 502,986
20 157.67 155.13 2.54 1.6% 0.70 0.4% 31% False False 566,227
40 157.67 152.75 4.92 3.2% 0.81 0.5% 64% False False 509,805
60 157.67 152.75 4.92 3.2% 0.79 0.5% 64% False False 343,235
80 157.67 149.90 7.77 5.0% 0.81 0.5% 77% False False 257,889
100 157.67 148.78 8.89 5.7% 0.86 0.5% 80% False False 206,385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 161.85
2.618 159.94
1.618 158.77
1.000 158.05
0.618 157.60
HIGH 156.88
0.618 156.43
0.500 156.30
0.382 156.16
LOW 155.71
0.618 154.99
1.000 154.54
1.618 153.82
2.618 152.65
4.250 150.74
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 156.30 156.41
PP 156.17 156.24
S1 156.04 156.08

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

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