Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 154.69 155.00 0.31 0.2% 157.40
High 154.69 155.64 0.95 0.6% 158.00
Low 154.69 155.00 0.31 0.2% 155.28
Close 154.69 155.41 0.72 0.5% 155.49
Range 0.00 0.64 0.64 2.72
ATR 0.68 0.70 0.02 2.9% 0.00
Volume 5 35 30 600.0% 20
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 157.27 156.98 155.76
R3 156.63 156.34 155.59
R2 155.99 155.99 155.53
R1 155.70 155.70 155.47 155.85
PP 155.35 155.35 155.35 155.42
S1 155.06 155.06 155.35 155.21
S2 154.71 154.71 155.29
S3 154.07 154.42 155.23
S4 153.43 153.78 155.06
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 164.42 162.67 156.99
R3 161.70 159.95 156.24
R2 158.98 158.98 155.99
R1 157.23 157.23 155.74 156.75
PP 156.26 156.26 156.26 156.01
S1 154.51 154.51 155.24 154.03
S2 153.54 153.54 154.99
S3 150.82 151.79 154.74
S4 148.10 149.07 153.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.90 154.54 1.36 0.9% 0.38 0.2% 64% False False 8
10 158.00 154.54 3.46 2.2% 0.57 0.4% 25% False False 19
20 158.00 154.54 3.46 2.2% 0.40 0.3% 25% False False 15
40 158.00 151.90 6.10 3.9% 0.32 0.2% 58% False False 28
60 161.76 141.73 20.03 12.9% 0.65 0.4% 68% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 158.36
2.618 157.32
1.618 156.68
1.000 156.28
0.618 156.04
HIGH 155.64
0.618 155.40
0.500 155.32
0.382 155.24
LOW 155.00
0.618 154.60
1.000 154.36
1.618 153.96
2.618 153.32
4.250 152.28
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 155.38 155.30
PP 155.35 155.20
S1 155.32 155.09

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

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