Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 157.43 158.20 0.77 0.5% 156.85
High 158.09 158.25 0.16 0.1% 158.32
Low 157.23 157.77 0.54 0.3% 156.52
Close 157.86 158.01 0.15 0.1% 157.19
Range 0.86 0.48 -0.38 -44.2% 1.80
ATR 0.91 0.88 -0.03 -3.4% 0.00
Volume 146 71 -75 -51.4% 1,104
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 159.45 159.21 158.27
R3 158.97 158.73 158.14
R2 158.49 158.49 158.10
R1 158.25 158.25 158.05 158.13
PP 158.01 158.01 158.01 157.95
S1 157.77 157.77 157.97 157.65
S2 157.53 157.53 157.92
S3 157.05 157.29 157.88
S4 156.57 156.81 157.75
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 162.74 161.77 158.18
R3 160.94 159.97 157.69
R2 159.14 159.14 157.52
R1 158.17 158.17 157.36 158.66
PP 157.34 157.34 157.34 157.59
S1 156.37 156.37 157.03 156.86
S2 155.54 155.54 156.86
S3 153.74 154.57 156.70
S4 151.94 152.77 156.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.32 156.95 1.37 0.9% 0.58 0.4% 77% False False 222
10 158.32 155.11 3.21 2.0% 0.67 0.4% 90% False False 318
20 161.71 154.69 7.02 4.4% 0.82 0.5% 47% False False 516
40 161.71 154.54 7.17 4.5% 0.60 0.4% 48% False False 265
60 161.71 151.90 9.81 6.2% 0.50 0.3% 62% False False 190
80 161.76 141.73 20.03 12.7% 0.68 0.4% 81% False False 143
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 160.29
2.618 159.51
1.618 159.03
1.000 158.73
0.618 158.55
HIGH 158.25
0.618 158.07
0.500 158.01
0.382 157.95
LOW 157.77
0.618 157.47
1.000 157.29
1.618 156.99
2.618 156.51
4.250 155.73
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 158.01 157.87
PP 158.01 157.74
S1 158.01 157.60

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

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