Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 158.20 158.00 -0.20 -0.1% 156.85
High 158.25 158.12 -0.13 -0.1% 158.32
Low 157.77 157.80 0.03 0.0% 156.52
Close 158.01 158.03 0.02 0.0% 157.19
Range 0.48 0.32 -0.16 -33.3% 1.80
ATR 0.88 0.84 -0.04 -4.6% 0.00
Volume 71 1,473 1,402 1,974.6% 1,104
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 158.94 158.81 158.21
R3 158.62 158.49 158.12
R2 158.30 158.30 158.09
R1 158.17 158.17 158.06 158.24
PP 157.98 157.98 157.98 158.02
S1 157.85 157.85 158.00 157.92
S2 157.66 157.66 157.97
S3 157.34 157.53 157.94
S4 157.02 157.21 157.85
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% 0.55 0.3% 79% False False 516
10 158.32 155.15 3.17 2.0% 0.65 0.4% 91% False False 465
20 161.71 155.00 6.71 4.2% 0.83 0.5% 45% False False 589
40 161.71 154.54 7.17 4.5% 0.60 0.4% 49% False False 301
60 161.71 151.90 9.81 6.2% 0.48 0.3% 62% False False 215
80 161.76 141.73 20.03 12.7% 0.69 0.4% 81% False False 161
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 0.09
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 159.48
2.618 158.96
1.618 158.64
1.000 158.44
0.618 158.32
HIGH 158.12
0.618 158.00
0.500 157.96
0.382 157.92
LOW 157.80
0.618 157.60
1.000 157.48
1.618 157.28
2.618 156.96
4.250 156.44
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 158.01 157.93
PP 157.98 157.84
S1 157.96 157.74

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

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