Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 157.67 158.42 0.75 0.5% 157.84
High 158.34 158.78 0.44 0.3% 158.78
Low 157.53 158.30 0.77 0.5% 157.15
Close 158.27 158.59 0.32 0.2% 158.59
Range 0.81 0.48 -0.33 -40.7% 1.63
ATR 0.71 0.70 -0.01 -2.0% 0.00
Volume 284,174 599,568 315,394 111.0% 2,258,805
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 160.00 159.77 158.85
R3 159.52 159.29 158.72
R2 159.04 159.04 158.68
R1 158.81 158.81 158.63 158.93
PP 158.56 158.56 158.56 158.61
S1 158.33 158.33 158.55 158.45
S2 158.08 158.08 158.50
S3 157.60 157.85 158.46
S4 157.12 157.37 158.33
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 163.06 162.46 159.49
R3 161.43 160.83 159.04
R2 159.80 159.80 158.89
R1 159.20 159.20 158.74 159.50
PP 158.17 158.17 158.17 158.33
S1 157.57 157.57 158.44 157.87
S2 156.54 156.54 158.29
S3 154.91 155.94 158.14
S4 153.28 154.31 157.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.78 157.15 1.63 1.0% 0.62 0.4% 88% True False 590,817
10 158.78 156.32 2.46 1.6% 0.60 0.4% 92% True False 575,052
20 158.78 154.81 3.97 2.5% 0.68 0.4% 95% True False 617,177
40 158.78 154.81 3.97 2.5% 0.71 0.4% 95% True False 579,928
60 158.78 153.13 5.65 3.6% 0.74 0.5% 97% True False 584,765
80 158.78 152.75 6.03 3.8% 0.76 0.5% 97% True False 462,357
100 158.78 149.90 8.88 5.6% 0.77 0.5% 98% True False 370,515
120 158.78 148.78 10.00 6.3% 0.80 0.5% 98% True False 308,923
Crabel Price Patterns
NR True
NR4 True
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 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 160.82
2.618 160.04
1.618 159.56
1.000 159.26
0.618 159.08
HIGH 158.78
0.618 158.60
0.500 158.54
0.382 158.48
LOW 158.30
0.618 158.00
1.000 157.82
1.618 157.52
2.618 157.04
4.250 156.26
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 158.57 158.43
PP 158.56 158.27
S1 158.54 158.11

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

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