Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 158.56 159.11 0.55 0.3% 157.43
High 159.63 159.15 -0.48 -0.3% 159.63
Low 158.42 158.34 -0.08 -0.1% 157.23
Close 159.19 158.38 -0.81 -0.5% 159.19
Range 1.21 0.81 -0.40 -33.1% 2.40
ATR 0.88 0.88 0.00 -0.3% 0.00
Volume 44 0 -44 -100.0% 2,576
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 161.05 160.53 158.83
R3 160.24 159.72 158.60
R2 159.43 159.43 158.53
R1 158.91 158.91 158.45 158.77
PP 158.62 158.62 158.62 158.55
S1 158.10 158.10 158.31 157.96
S2 157.81 157.81 158.23
S3 157.00 157.29 158.16
S4 156.19 156.48 157.93
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 165.88 164.94 160.51
R3 163.48 162.54 159.85
R2 161.08 161.08 159.63
R1 160.14 160.14 159.41 160.61
PP 158.68 158.68 158.68 158.92
S1 157.74 157.74 158.97 158.21
S2 156.28 156.28 158.75
S3 153.88 155.34 158.53
S4 151.48 152.94 157.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.63 157.77 1.86 1.2% 0.78 0.5% 33% False False 486
10 159.63 156.86 2.77 1.7% 0.74 0.5% 55% False False 368
20 159.63 155.11 4.52 2.9% 0.65 0.4% 72% False False 631
40 161.71 154.54 7.17 4.5% 0.67 0.4% 54% False False 323
60 161.71 152.58 9.13 5.8% 0.53 0.3% 64% False False 229
80 161.71 150.23 11.48 7.2% 0.48 0.3% 71% False False 172
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 0.07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.59
2.618 161.27
1.618 160.46
1.000 159.96
0.618 159.65
HIGH 159.15
0.618 158.84
0.500 158.75
0.382 158.65
LOW 158.34
0.618 157.84
1.000 157.53
1.618 157.03
2.618 156.22
4.250 154.90
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 158.75 158.72
PP 158.62 158.60
S1 158.50 158.49

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

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