Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 158.72 158.73 0.01 0.0% 158.00
High 158.72 158.73 0.01 0.0% 158.98
Low 158.33 157.63 -0.70 -0.4% 157.99
Close 158.52 157.72 -0.80 -0.5% 158.79
Range 0.39 1.10 0.71 182.1% 0.99
ATR 0.71 0.73 0.03 4.0% 0.00
Volume
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 161.33 160.62 158.33
R3 160.23 159.52 158.02
R2 159.13 159.13 157.92
R1 158.42 158.42 157.82 158.23
PP 158.03 158.03 158.03 157.93
S1 157.32 157.32 157.62 157.13
S2 156.93 156.93 157.52
S3 155.83 156.22 157.42
S4 154.73 155.12 157.12
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
5 158.98 157.63 1.35 0.9% 0.57 0.4% 7% False True 487
10 158.98 157.60 1.38 0.9% 0.52 0.3% 9% False False 560
20 159.63 156.95 2.68 1.7% 0.61 0.4% 29% False False 453
40 161.71 154.54 7.17 4.5% 0.68 0.4% 44% False False 457
60 161.71 154.54 7.17 4.5% 0.57 0.4% 44% False False 309
80 161.71 151.06 10.65 6.8% 0.54 0.3% 63% False False 242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 163.41
2.618 161.61
1.618 160.51
1.000 159.83
0.618 159.41
HIGH 158.73
0.618 158.31
0.500 158.18
0.382 158.05
LOW 157.63
0.618 156.95
1.000 156.53
1.618 155.85
2.618 154.75
4.250 152.96
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 158.18 158.31
PP 158.03 158.11
S1 157.87 157.92

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

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