Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
30-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 157.70 158.39 0.69 0.4% 158.00
High 158.22 158.95 0.73 0.5% 159.00
Low 157.65 158.33 0.68 0.4% 157.52
Close 157.92 158.79 0.87 0.6% 157.92
Range 0.57 0.62 0.05 8.8% 1.48
ATR 0.94 0.94 0.01 0.7% 0.00
Volume 452,963 501,288 48,325 10.7% 985,075
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 160.55 160.29 159.13
R3 159.93 159.67 158.96
R2 159.31 159.31 158.90
R1 159.05 159.05 158.85 159.18
PP 158.69 158.69 158.69 158.76
S1 158.43 158.43 158.73 158.56
S2 158.07 158.07 158.68
S3 157.45 157.81 158.62
S4 156.83 157.19 158.45
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 162.59 161.73 158.73
R3 161.11 160.25 158.33
R2 159.63 159.63 158.19
R1 158.77 158.77 158.06 158.46
PP 158.15 158.15 158.15 157.99
S1 157.29 157.29 157.78 156.98
S2 156.67 156.67 157.65
S3 155.19 155.81 157.51
S4 153.71 154.33 157.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.00 157.52 1.48 0.9% 0.88 0.6% 86% False False 331,602
10 159.28 156.78 2.50 1.6% 0.88 0.6% 80% False False 344,659
20 160.53 156.42 4.11 2.6% 1.04 0.7% 58% False False 476,452
40 160.66 156.40 4.26 2.7% 0.85 0.5% 56% False False 269,288
60 160.66 156.40 4.26 2.7% 0.78 0.5% 56% False False 180,192
80 160.66 155.11 5.55 3.5% 0.75 0.5% 66% False False 135,302
100 161.71 154.54 7.17 4.5% 0.74 0.5% 59% False False 108,245
120 161.71 152.93 8.78 5.5% 0.66 0.4% 67% False False 90,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.59
2.618 160.57
1.618 159.95
1.000 159.57
0.618 159.33
HIGH 158.95
0.618 158.71
0.500 158.64
0.382 158.57
LOW 158.33
0.618 157.95
1.000 157.71
1.618 157.33
2.618 156.71
4.250 155.70
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 158.74 158.61
PP 158.69 158.42
S1 158.64 158.24

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

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