Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 158.55 158.57 0.02 0.0% 157.20
High 158.97 159.36 0.39 0.2% 159.36
Low 158.36 158.56 0.20 0.1% 157.13
Close 158.77 159.18 0.41 0.3% 159.18
Range 0.61 0.80 0.19 31.1% 2.23
ATR 0.91 0.90 -0.01 -0.9% 0.00
Volume 462,028 549,672 87,644 19.0% 2,491,854
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 161.43 161.11 159.62
R3 160.63 160.31 159.40
R2 159.83 159.83 159.33
R1 159.51 159.51 159.25 159.67
PP 159.03 159.03 159.03 159.12
S1 158.71 158.71 159.11 158.87
S2 158.23 158.23 159.03
S3 157.43 157.91 158.96
S4 156.63 157.11 158.74
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 165.25 164.44 160.41
R3 163.02 162.21 159.79
R2 160.79 160.79 159.59
R1 159.98 159.98 159.38 160.39
PP 158.56 158.56 158.56 158.76
S1 157.75 157.75 158.98 158.16
S2 156.33 156.33 158.77
S3 154.10 155.52 158.57
S4 151.87 153.29 157.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.36 157.13 2.23 1.4% 0.87 0.5% 92% True False 498,370
10 160.53 156.42 4.11 2.6% 1.13 0.7% 67% False False 583,048
20 160.66 156.42 4.24 2.7% 0.84 0.5% 65% False False 305,123
40 160.66 156.40 4.26 2.7% 0.80 0.5% 65% False False 154,259
60 160.66 156.40 4.26 2.7% 0.73 0.5% 65% False False 102,994
80 161.71 154.54 7.17 4.5% 0.76 0.5% 65% False False 77,358
100 161.71 154.54 7.17 4.5% 0.66 0.4% 65% False False 61,889
120 161.71 151.06 10.65 6.7% 0.62 0.4% 76% False False 51,581
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.21
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 162.76
2.618 161.45
1.618 160.65
1.000 160.16
0.618 159.85
HIGH 159.36
0.618 159.05
0.500 158.96
0.382 158.87
LOW 158.56
0.618 158.07
1.000 157.76
1.618 157.27
2.618 156.47
4.250 155.16
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 159.11 159.04
PP 159.03 158.89
S1 158.96 158.75

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

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