Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 158.57 159.06 0.49 0.3% 157.20
High 159.36 159.21 -0.15 -0.1% 159.36
Low 158.56 158.51 -0.05 0.0% 157.13
Close 159.18 158.73 -0.45 -0.3% 159.18
Range 0.80 0.70 -0.10 -12.5% 2.23
ATR 0.90 0.89 -0.01 -1.6% 0.00
Volume 549,672 723,023 173,351 31.5% 2,491,854
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 160.92 160.52 159.12
R3 160.22 159.82 158.92
R2 159.52 159.52 158.86
R1 159.12 159.12 158.79 158.97
PP 158.82 158.82 158.82 158.74
S1 158.42 158.42 158.67 158.27
S2 158.12 158.12 158.60
S3 157.42 157.72 158.54
S4 156.72 157.02 158.35
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
5 159.36 158.13 1.23 0.8% 0.70 0.4% 49% False False 536,602
10 160.53 156.42 4.11 2.6% 1.16 0.7% 56% False False 623,522
20 160.66 156.42 4.24 2.7% 0.85 0.5% 54% False False 340,772
40 160.66 156.40 4.26 2.7% 0.81 0.5% 55% False False 172,335
60 160.66 156.40 4.26 2.7% 0.74 0.5% 55% False False 115,045
80 161.71 154.54 7.17 4.5% 0.76 0.5% 58% False False 86,396
100 161.71 154.54 7.17 4.5% 0.66 0.4% 58% False False 69,120
120 161.71 151.06 10.65 6.7% 0.62 0.4% 72% False False 57,606
Crabel Price Patterns
NR True
NR4 False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.19
2.618 161.04
1.618 160.34
1.000 159.91
0.618 159.64
HIGH 159.21
0.618 158.94
0.500 158.86
0.382 158.78
LOW 158.51
0.618 158.08
1.000 157.81
1.618 157.38
2.618 156.68
4.250 155.54
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 158.86 158.86
PP 158.82 158.82
S1 158.77 158.77

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

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