Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 158.49 158.05 -0.44 -0.3% 159.51
High 158.71 158.37 -0.34 -0.2% 160.62
Low 157.99 157.90 -0.09 -0.1% 158.90
Close 158.11 158.03 -0.08 -0.1% 159.10
Range 0.72 0.47 -0.25 -34.7% 1.72
ATR 0.76 0.74 -0.02 -2.7% 0.00
Volume
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 159.51 159.24 158.29
R3 159.04 158.77 158.16
R2 158.57 158.57 158.12
R1 158.30 158.30 158.07 158.20
PP 158.10 158.10 158.10 158.05
S1 157.83 157.83 157.99 157.73
S2 157.63 157.63 157.94
S3 157.16 157.36 157.90
S4 156.69 156.89 157.77
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 164.70 163.62 160.05
R3 162.98 161.90 159.57
R2 161.26 161.26 159.42
R1 160.18 160.18 159.26 159.86
PP 159.54 159.54 159.54 159.38
S1 158.46 158.46 158.94 158.14
S2 157.82 157.82 158.78
S3 156.10 156.74 158.63
S4 154.38 155.02 158.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.41 157.90 1.51 1.0% 0.65 0.4% 9% False True 4,287
10 160.62 157.90 2.72 1.7% 0.67 0.4% 5% False True 3,160
20 160.62 157.55 3.07 1.9% 0.64 0.4% 16% False False 1,973
40 160.62 155.11 5.51 3.5% 0.68 0.4% 53% False False 1,315
60 161.71 154.54 7.17 4.5% 0.67 0.4% 49% False False 882
80 161.71 153.69 8.02 5.1% 0.56 0.4% 54% False False 662
100 161.71 150.23 11.48 7.3% 0.52 0.3% 68% False False 538
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 160.37
2.618 159.60
1.618 159.13
1.000 158.84
0.618 158.66
HIGH 158.37
0.618 158.19
0.500 158.14
0.382 158.08
LOW 157.90
0.618 157.61
1.000 157.43
1.618 157.14
2.618 156.67
4.250 155.90
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 158.14 158.41
PP 158.10 158.28
S1 158.07 158.16

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

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