Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 158.46 157.91 -0.55 -0.3% 157.43
High 158.46 157.99 -0.47 -0.3% 159.63
Low 157.77 157.60 -0.17 -0.1% 157.23
Close 158.01 157.97 -0.04 0.0% 159.19
Range 0.69 0.39 -0.30 -43.5% 2.40
ATR 0.87 0.83 -0.03 -3.8% 0.00
Volume
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 159.02 158.89 158.18
R3 158.63 158.50 158.08
R2 158.24 158.24 158.04
R1 158.11 158.11 158.01 158.18
PP 157.85 157.85 157.85 157.89
S1 157.72 157.72 157.93 157.79
S2 157.46 157.46 157.90
S3 157.07 157.33 157.86
S4 156.68 156.94 157.76
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
5 159.63 157.60 2.03 1.3% 0.83 0.5% 18% False True 177
10 159.63 156.95 2.68 1.7% 0.69 0.4% 38% False False 346
20 159.63 155.11 4.52 2.9% 0.69 0.4% 63% False False 630
40 161.71 154.54 7.17 4.5% 0.68 0.4% 48% False False 323
60 161.71 152.93 8.78 5.6% 0.54 0.3% 57% False False 216
80 161.71 150.23 11.48 7.3% 0.48 0.3% 67% False False 172
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.08
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 159.65
2.618 159.01
1.618 158.62
1.000 158.38
0.618 158.23
HIGH 157.99
0.618 157.84
0.500 157.80
0.382 157.75
LOW 157.60
0.618 157.36
1.000 157.21
1.618 156.97
2.618 156.58
4.250 155.94
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 157.91 158.38
PP 157.85 158.24
S1 157.80 158.11

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

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