Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 160.27 160.03 -0.24 -0.1% 158.72
High 160.62 160.15 -0.47 -0.3% 159.66
Low 159.94 158.90 -1.04 -0.7% 157.55
Close 160.34 158.99 -1.35 -0.8% 159.36
Range 0.68 1.25 0.57 83.8% 2.11
ATR 0.73 0.78 0.05 6.9% 0.00
Volume
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 163.10 162.29 159.68
R3 161.85 161.04 159.33
R2 160.60 160.60 159.22
R1 159.79 159.79 159.10 159.57
PP 159.35 159.35 159.35 159.24
S1 158.54 158.54 158.88 158.32
S2 158.10 158.10 158.76
S3 156.85 157.29 158.65
S4 155.60 156.04 158.30
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
5 160.62 158.90 1.72 1.1% 0.69 0.4% 5% False True 2,033
10 160.62 157.55 3.07 1.9% 0.74 0.5% 47% False False 1,481
20 160.62 157.55 3.07 1.9% 0.67 0.4% 47% False False 931
40 161.71 155.11 6.60 4.2% 0.76 0.5% 59% False False 780
60 161.71 154.54 7.17 4.5% 0.64 0.4% 62% False False 525
80 161.71 151.90 9.81 6.2% 0.54 0.3% 72% False False 404
100 161.76 141.73 20.03 12.6% 0.69 0.4% 86% False False 323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 165.46
2.618 163.42
1.618 162.17
1.000 161.40
0.618 160.92
HIGH 160.15
0.618 159.67
0.500 159.53
0.382 159.38
LOW 158.90
0.618 158.13
1.000 157.65
1.618 156.88
2.618 155.63
4.250 153.59
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 159.53 159.76
PP 159.35 159.50
S1 159.17 159.25

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

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