Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 156.30 156.30 0.00 0.0% 154.99
High 156.30 156.39 0.09 0.1% 161.71
Low 156.19 156.30 0.11 0.1% 154.54
Close 156.19 156.39 0.20 0.1% 156.18
Range 0.11 0.09 -0.02 -18.2% 7.17
ATR 0.94 0.88 -0.05 -5.6% 0.00
Volume 0 21 21 60
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 156.63 156.60 156.44
R3 156.54 156.51 156.41
R2 156.45 156.45 156.41
R1 156.42 156.42 156.40 156.44
PP 156.36 156.36 156.36 156.37
S1 156.33 156.33 156.38 156.35
S2 156.27 156.27 156.37
S3 156.18 156.24 156.37
S4 156.09 156.15 156.34
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
5 161.71 155.83 5.88 3.8% 1.31 0.8% 10% False False 9
10 161.71 154.54 7.17 4.6% 0.85 0.5% 26% False False 8
20 161.71 154.54 7.17 4.6% 0.66 0.4% 26% False False 17
40 161.71 153.69 8.02 5.1% 0.45 0.3% 34% False False 10
60 161.71 150.23 11.48 7.3% 0.42 0.3% 54% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 156.77
2.618 156.63
1.618 156.54
1.000 156.48
0.618 156.45
HIGH 156.39
0.618 156.36
0.500 156.35
0.382 156.33
LOW 156.30
0.618 156.24
1.000 156.21
1.618 156.15
2.618 156.06
4.250 155.92
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 156.38 156.38
PP 156.36 156.36
S1 156.35 156.35

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

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