Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 156.61 156.44 -0.17 -0.1% 157.44
High 156.94 156.62 -0.32 -0.2% 158.60
Low 156.21 156.11 -0.10 -0.1% 156.96
Close 156.34 156.28 -0.06 0.0% 157.21
Range 0.73 0.51 -0.22 -30.1% 1.64
ATR 0.79 0.77 -0.02 -2.5% 0.00
Volume 720,787 881,780 160,993 22.3% 3,082,890
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 157.87 157.58 156.56
R3 157.36 157.07 156.42
R2 156.85 156.85 156.37
R1 156.56 156.56 156.33 156.45
PP 156.34 156.34 156.34 156.28
S1 156.05 156.05 156.23 155.94
S2 155.83 155.83 156.19
S3 155.32 155.54 156.14
S4 154.81 155.03 156.00
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 162.51 161.50 158.11
R3 160.87 159.86 157.66
R2 159.23 159.23 157.51
R1 158.22 158.22 157.36 157.91
PP 157.59 157.59 157.59 157.43
S1 156.58 156.58 157.06 156.27
S2 155.95 155.95 156.91
S3 154.31 154.94 156.76
S4 152.67 153.30 156.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.56 156.11 1.45 0.9% 0.68 0.4% 12% False True 669,235
10 158.60 156.11 2.49 1.6% 0.70 0.5% 7% False True 617,340
20 158.60 155.71 2.89 1.8% 0.71 0.5% 20% False False 568,810
40 158.60 153.50 5.10 3.3% 0.76 0.5% 55% False False 582,444
60 158.60 152.75 5.85 3.7% 0.79 0.5% 60% False False 466,164
80 158.60 151.70 6.90 4.4% 0.76 0.5% 66% False False 350,561
100 158.60 149.89 8.71 5.6% 0.82 0.5% 73% False False 280,714
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.19
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 158.79
2.618 157.96
1.618 157.45
1.000 157.13
0.618 156.94
HIGH 156.62
0.618 156.43
0.500 156.37
0.382 156.30
LOW 156.11
0.618 155.79
1.000 155.60
1.618 155.28
2.618 154.77
4.250 153.94
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 156.37 156.59
PP 156.34 156.49
S1 156.31 156.38

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

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