Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 158.99 159.41 0.42 0.3% 156.83
High 159.52 159.67 0.15 0.1% 158.83
Low 158.99 159.21 0.22 0.1% 156.40
Close 159.12 159.50 0.38 0.2% 158.66
Range 0.53 0.46 -0.07 -13.2% 2.43
ATR 0.74 0.73 -0.01 -1.8% 0.00
Volume 0 13,390 13,390 33,500
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 160.84 160.63 159.75
R3 160.38 160.17 159.63
R2 159.92 159.92 159.58
R1 159.71 159.71 159.54 159.82
PP 159.46 159.46 159.46 159.51
S1 159.25 159.25 159.46 159.36
S2 159.00 159.00 159.42
S3 158.54 158.79 159.37
S4 158.08 158.33 159.25
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 165.25 164.39 160.00
R3 162.82 161.96 159.33
R2 160.39 160.39 159.11
R1 159.53 159.53 158.88 159.96
PP 157.96 157.96 157.96 158.18
S1 157.10 157.10 158.44 157.53
S2 155.53 155.53 158.21
S3 153.10 154.67 157.99
S4 150.67 152.24 157.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.67 157.88 1.79 1.1% 0.56 0.4% 91% True False 6,194
10 159.67 156.40 3.27 2.1% 0.70 0.4% 95% True False 5,693
20 160.62 156.40 4.22 2.6% 0.72 0.4% 73% False False 4,519
40 160.62 156.40 4.22 2.6% 0.67 0.4% 73% False False 2,510
60 161.71 154.54 7.17 4.5% 0.70 0.4% 69% False False 1,827
80 161.71 154.54 7.17 4.5% 0.62 0.4% 69% False False 1,374
100 161.71 151.06 10.65 6.7% 0.58 0.4% 79% False False 1,107
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 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 161.63
2.618 160.87
1.618 160.41
1.000 160.13
0.618 159.95
HIGH 159.67
0.618 159.49
0.500 159.44
0.382 159.39
LOW 159.21
0.618 158.93
1.000 158.75
1.618 158.47
2.618 158.01
4.250 157.26
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 159.48 159.38
PP 159.46 159.25
S1 159.44 159.13

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

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