Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 155.00 155.99 0.99 0.6% 154.99
High 155.64 161.71 6.07 3.9% 161.71
Low 155.00 155.83 0.83 0.5% 154.54
Close 155.41 156.18 0.77 0.5% 156.18
Range 0.64 5.88 5.24 818.8% 7.17
ATR 0.70 1.10 0.40 57.5% 0.00
Volume 35 20 -15 -42.9% 60
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 175.55 171.74 159.41
R3 169.67 165.86 157.80
R2 163.79 163.79 157.26
R1 159.98 159.98 156.72 161.89
PP 157.91 157.91 157.91 158.86
S1 154.10 154.10 155.64 156.01
S2 152.03 152.03 155.10
S3 146.15 148.22 154.56
S4 140.27 142.34 152.95
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 178.99 174.75 160.12
R3 171.82 167.58 158.15
R2 164.65 164.65 157.49
R1 160.41 160.41 156.84 162.53
PP 157.48 157.48 157.48 158.54
S1 153.24 153.24 155.52 155.36
S2 150.31 150.31 154.87
S3 143.14 146.07 154.21
S4 135.97 138.90 152.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.71 154.54 7.17 4.6% 1.47 0.9% 23% True False 12
10 161.71 154.54 7.17 4.6% 1.10 0.7% 23% True False 8
20 161.71 154.54 7.17 4.6% 0.68 0.4% 23% True False 16
40 161.71 152.32 9.39 6.0% 0.46 0.3% 41% True False 29
60 161.76 141.73 20.03 12.8% 0.75 0.5% 72% 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 0.05
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 186.70
2.618 177.10
1.618 171.22
1.000 167.59
0.618 165.34
HIGH 161.71
0.618 159.46
0.500 158.77
0.382 158.08
LOW 155.83
0.618 152.20
1.000 149.95
1.618 146.32
2.618 140.44
4.250 130.84
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 158.77 158.20
PP 157.91 157.53
S1 157.04 156.85

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

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