Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 156.07 156.25 0.18 0.1% 157.43
High 156.60 156.61 0.01 0.0% 157.44
Low 155.92 156.17 0.25 0.2% 155.03
Close 156.33 156.33 0.00 0.0% 155.18
Range 0.68 0.44 -0.24 -35.3% 2.41
ATR 0.81 0.78 -0.03 -3.3% 0.00
Volume 564,241 604,438 40,197 7.1% 3,559,637
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 157.69 157.45 156.57
R3 157.25 157.01 156.45
R2 156.81 156.81 156.41
R1 156.57 156.57 156.37 156.69
PP 156.37 156.37 156.37 156.43
S1 156.13 156.13 156.29 156.25
S2 155.93 155.93 156.25
S3 155.49 155.69 156.21
S4 155.05 155.25 156.09
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 163.11 161.56 156.51
R3 160.70 159.15 155.84
R2 158.29 158.29 155.62
R1 156.74 156.74 155.40 156.31
PP 155.88 155.88 155.88 155.67
S1 154.33 154.33 154.96 153.90
S2 153.47 153.47 154.74
S3 151.06 151.92 154.52
S4 148.65 149.51 153.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.61 154.81 1.80 1.2% 0.84 0.5% 84% True False 649,367
10 157.56 154.81 2.75 1.8% 0.76 0.5% 55% False False 659,301
20 158.60 154.81 3.79 2.4% 0.78 0.5% 40% False False 619,917
40 158.60 154.65 3.95 2.5% 0.75 0.5% 43% False False 590,988
60 158.60 152.75 5.85 3.7% 0.80 0.5% 61% False False 519,138
80 158.60 152.75 5.85 3.7% 0.77 0.5% 61% False False 391,026
100 158.60 149.89 8.71 5.6% 0.81 0.5% 74% False False 313,141
120 158.60 148.78 9.82 6.3% 0.85 0.5% 77% False False 261,005
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 0.20
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 158.48
2.618 157.76
1.618 157.32
1.000 157.05
0.618 156.88
HIGH 156.61
0.618 156.44
0.500 156.39
0.382 156.34
LOW 156.17
0.618 155.90
1.000 155.73
1.618 155.46
2.618 155.02
4.250 154.30
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 156.39 156.23
PP 156.37 156.13
S1 156.35 156.04

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

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