Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 158.56 158.72 0.16 0.1% 158.00
High 158.98 158.72 -0.26 -0.2% 158.98
Low 158.56 158.33 -0.23 -0.1% 157.99
Close 158.79 158.52 -0.27 -0.2% 158.79
Range 0.42 0.39 -0.03 -7.1% 0.99
ATR 0.72 0.71 -0.02 -2.6% 0.00
Volume 1,842 0 -1,842 -100.0% 5,053
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 159.69 159.50 158.73
R3 159.30 159.11 158.63
R2 158.91 158.91 158.59
R1 158.72 158.72 158.56 158.62
PP 158.52 158.52 158.52 158.48
S1 158.33 158.33 158.48 158.23
S2 158.13 158.13 158.45
S3 157.74 157.94 158.41
S4 157.35 157.55 158.31
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 161.56 161.16 159.33
R3 160.57 160.17 159.06
R2 159.58 159.58 158.97
R1 159.18 159.18 158.88 159.38
PP 158.59 158.59 158.59 158.69
S1 158.19 158.19 158.70 158.39
S2 157.60 157.60 158.61
S3 156.61 157.20 158.52
S4 155.62 156.21 158.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.98 157.99 0.99 0.6% 0.45 0.3% 54% False False 487
10 158.98 157.60 1.38 0.9% 0.48 0.3% 67% False False 560
20 159.63 156.86 2.77 1.7% 0.61 0.4% 60% False False 464
40 161.71 154.54 7.17 4.5% 0.71 0.4% 56% False False 457
60 161.71 154.54 7.17 4.5% 0.56 0.4% 56% False False 309
80 161.71 151.06 10.65 6.7% 0.53 0.3% 70% False False 242
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 160.38
2.618 159.74
1.618 159.35
1.000 159.11
0.618 158.96
HIGH 158.72
0.618 158.57
0.500 158.53
0.382 158.48
LOW 158.33
0.618 158.09
1.000 157.94
1.618 157.70
2.618 157.31
4.250 156.67
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 158.53 158.66
PP 158.52 158.61
S1 158.52 158.57

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

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