Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 157.29 157.25 -0.04 0.0% 155.16
High 157.39 157.72 0.33 0.2% 157.09
Low 156.78 157.18 0.40 0.3% 154.81
Close 157.31 157.33 0.02 0.0% 156.92
Range 0.61 0.54 -0.07 -11.5% 2.28
ATR 0.77 0.75 -0.02 -2.1% 0.00
Volume 513,432 608,228 94,796 18.5% 3,037,726
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 159.03 158.72 157.63
R3 158.49 158.18 157.48
R2 157.95 157.95 157.43
R1 157.64 157.64 157.38 157.80
PP 157.41 157.41 157.41 157.49
S1 157.10 157.10 157.28 157.26
S2 156.87 156.87 157.23
S3 156.33 156.56 157.18
S4 155.79 156.02 157.03
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 163.11 162.30 158.17
R3 160.83 160.02 157.55
R2 158.55 158.55 157.34
R1 157.74 157.74 157.13 158.15
PP 156.27 156.27 156.27 156.48
S1 155.46 155.46 156.71 155.87
S2 153.99 153.99 156.50
S3 151.71 153.18 156.29
S4 149.43 150.90 155.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.72 155.92 1.80 1.1% 0.61 0.4% 78% True False 578,955
10 157.72 154.81 2.91 1.8% 0.74 0.5% 87% True False 657,550
20 158.60 154.81 3.79 2.4% 0.77 0.5% 66% False False 620,406
40 158.60 154.81 3.79 2.4% 0.74 0.5% 66% False False 593,316
60 158.60 152.75 5.85 3.7% 0.80 0.5% 78% False False 546,672
80 158.60 152.75 5.85 3.7% 0.78 0.5% 78% False False 412,528
100 158.60 149.90 8.70 5.5% 0.80 0.5% 85% False False 330,392
120 158.60 148.78 9.82 6.2% 0.84 0.5% 87% False False 275,388
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 160.02
2.618 159.13
1.618 158.59
1.000 158.26
0.618 158.05
HIGH 157.72
0.618 157.51
0.500 157.45
0.382 157.39
LOW 157.18
0.618 156.85
1.000 156.64
1.618 156.31
2.618 155.77
4.250 154.89
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 157.45 157.23
PP 157.41 157.12
S1 157.37 157.02

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

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