Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 158.08 157.81 -0.27 -0.2% 156.77
High 158.08 158.32 0.24 0.2% 157.15
Low 157.62 157.65 0.03 0.0% 155.11
Close 157.75 158.07 0.32 0.2% 156.81
Range 0.46 0.67 0.21 45.7% 2.04
ATR 0.92 0.90 -0.02 -1.9% 0.00
Volume 0 893 893 7,729
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 160.02 159.72 158.44
R3 159.35 159.05 158.25
R2 158.68 158.68 158.19
R1 158.38 158.38 158.13 158.53
PP 158.01 158.01 158.01 158.09
S1 157.71 157.71 158.01 157.86
S2 157.34 157.34 157.95
S3 156.67 157.04 157.89
S4 156.00 156.37 157.70
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
5 158.32 156.44 1.88 1.2% 0.65 0.4% 87% True False 593
10 158.32 155.11 3.21 2.0% 0.74 0.5% 92% True False 1,001
20 161.71 154.54 7.17 4.5% 0.79 0.5% 49% False False 505
40 161.71 154.54 7.17 4.5% 0.57 0.4% 49% False False 260
60 161.71 151.85 9.86 6.2% 0.51 0.3% 63% False False 186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.17
2.618 160.07
1.618 159.40
1.000 158.99
0.618 158.73
HIGH 158.32
0.618 158.06
0.500 157.99
0.382 157.91
LOW 157.65
0.618 157.24
1.000 156.98
1.618 156.57
2.618 155.90
4.250 154.80
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 158.04 157.91
PP 158.01 157.75
S1 157.99 157.59

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

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