Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 156.69 156.85 0.16 0.1% 156.77
High 157.10 156.85 -0.25 -0.2% 157.15
Low 156.44 156.52 0.08 0.1% 155.11
Close 156.81 156.54 -0.27 -0.2% 156.81
Range 0.66 0.33 -0.33 -50.0% 2.04
ATR 0.96 0.91 -0.04 -4.7% 0.00
Volume 1,862 0 -1,862 -100.0% 7,729
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 157.63 157.41 156.72
R3 157.30 157.08 156.63
R2 156.97 156.97 156.60
R1 156.75 156.75 156.57 156.70
PP 156.64 156.64 156.64 156.61
S1 156.42 156.42 156.51 156.37
S2 156.31 156.31 156.48
S3 155.98 156.09 156.45
S4 155.65 155.76 156.36
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 162.48 161.68 157.93
R3 160.44 159.64 157.37
R2 158.40 158.40 157.18
R1 157.60 157.60 157.00 158.00
PP 156.36 156.36 156.36 156.56
S1 155.56 155.56 156.62 155.96
S2 154.32 154.32 156.44
S3 152.28 153.52 156.25
S4 150.24 151.48 155.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.10 155.11 1.99 1.3% 0.86 0.6% 72% False False 372
10 157.15 155.11 2.04 1.3% 0.55 0.4% 70% False False 894
20 161.71 154.54 7.17 4.6% 0.81 0.5% 28% False False 450
40 161.71 154.54 7.17 4.6% 0.54 0.3% 28% False False 232
60 161.71 151.06 10.65 6.8% 0.50 0.3% 51% False False 168
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 158.25
2.618 157.71
1.618 157.38
1.000 157.18
0.618 157.05
HIGH 156.85
0.618 156.72
0.500 156.69
0.382 156.65
LOW 156.52
0.618 156.32
1.000 156.19
1.618 155.99
2.618 155.66
4.250 155.12
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 156.69 156.40
PP 156.64 156.26
S1 156.59 156.13

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

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