Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 159.50 159.51 0.01 0.0% 158.72
High 159.66 159.63 -0.03 0.0% 159.66
Low 159.17 159.39 0.22 0.1% 157.55
Close 159.36 159.50 0.14 0.1% 159.36
Range 0.49 0.24 -0.25 -51.0% 2.11
ATR 0.76 0.73 -0.04 -4.6% 0.00
Volume 0 3,023 3,023 2,809
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 160.23 160.10 159.63
R3 159.99 159.86 159.57
R2 159.75 159.75 159.54
R1 159.62 159.62 159.52 159.57
PP 159.51 159.51 159.51 159.48
S1 159.38 159.38 159.48 159.33
S2 159.27 159.27 159.46
S3 159.03 159.14 159.43
S4 158.79 158.90 159.37
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 165.19 164.38 160.52
R3 163.08 162.27 159.94
R2 160.97 160.97 159.75
R1 160.16 160.16 159.55 160.57
PP 158.86 158.86 158.86 159.06
S1 158.05 158.05 159.17 158.46
S2 156.75 156.75 158.97
S3 154.64 155.94 158.78
S4 152.53 153.83 158.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.66 157.55 2.11 1.3% 0.76 0.5% 92% False False 1,166
10 159.66 157.55 2.11 1.3% 0.61 0.4% 92% False False 826
20 159.66 157.55 2.11 1.3% 0.62 0.4% 92% False False 693
40 161.71 154.54 7.17 4.5% 0.72 0.5% 69% False False 603
60 161.71 154.54 7.17 4.5% 0.60 0.4% 69% False False 406
80 161.71 151.90 9.81 6.2% 0.53 0.3% 77% False False 315
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 0.06
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 160.65
2.618 160.26
1.618 160.02
1.000 159.87
0.618 159.78
HIGH 159.63
0.618 159.54
0.500 159.51
0.382 159.48
LOW 159.39
0.618 159.24
1.000 159.15
1.618 159.00
2.618 158.76
4.250 158.37
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 159.51 159.38
PP 159.51 159.25
S1 159.50 159.13

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

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