Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 157.78 157.96 0.18 0.1% 157.29
High 158.10 158.19 0.09 0.1% 158.19
Low 157.64 157.78 0.14 0.1% 156.78
Close 158.02 158.02 0.00 0.0% 158.02
Range 0.46 0.41 -0.05 -10.9% 1.41
ATR 0.72 0.69 -0.02 -3.1% 0.00
Volume 485,668 695,283 209,615 43.2% 2,887,282
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 159.23 159.03 158.25
R3 158.82 158.62 158.13
R2 158.41 158.41 158.10
R1 158.21 158.21 158.06 158.31
PP 158.00 158.00 158.00 158.05
S1 157.80 157.80 157.98 157.90
S2 157.59 157.59 157.94
S3 157.18 157.39 157.91
S4 156.77 156.98 157.79
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 161.89 161.37 158.80
R3 160.48 159.96 158.41
R2 159.07 159.07 158.28
R1 158.55 158.55 158.15 158.81
PP 157.66 157.66 157.66 157.80
S1 157.14 157.14 157.89 157.40
S2 156.25 156.25 157.76
S3 154.84 155.73 157.63
S4 153.43 154.32 157.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.19 156.78 1.41 0.9% 0.51 0.3% 88% True False 577,456
10 158.19 154.81 3.38 2.1% 0.60 0.4% 95% True False 592,500
20 158.60 154.81 3.79 2.4% 0.70 0.4% 85% False False 628,376
40 158.60 154.81 3.79 2.4% 0.72 0.5% 85% False False 591,214
60 158.60 152.75 5.85 3.7% 0.76 0.5% 90% False False 574,317
80 158.60 152.75 5.85 3.7% 0.78 0.5% 90% False False 434,474
100 158.60 149.90 8.70 5.5% 0.79 0.5% 93% False False 348,028
120 158.60 148.78 9.82 6.2% 0.81 0.5% 94% False False 290,101
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 159.93
2.618 159.26
1.618 158.85
1.000 158.60
0.618 158.44
HIGH 158.19
0.618 158.03
0.500 157.99
0.382 157.94
LOW 157.78
0.618 157.53
1.000 157.37
1.618 157.12
2.618 156.71
4.250 156.04
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 158.01 157.94
PP 158.00 157.85
S1 157.99 157.77

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

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