Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 158.39 158.47 0.08 0.1% 158.00
High 158.95 159.25 0.30 0.2% 159.00
Low 158.33 158.45 0.12 0.1% 157.52
Close 158.79 159.05 0.26 0.2% 157.92
Range 0.62 0.80 0.18 29.0% 1.48
ATR 0.94 0.93 -0.01 -1.1% 0.00
Volume 501,288 504,837 3,549 0.7% 985,075
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 161.32 160.98 159.49
R3 160.52 160.18 159.27
R2 159.72 159.72 159.20
R1 159.38 159.38 159.12 159.55
PP 158.92 158.92 158.92 159.00
S1 158.58 158.58 158.98 158.75
S2 158.12 158.12 158.90
S3 157.32 157.78 158.83
S4 156.52 156.98 158.61
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
5 159.25 157.52 1.73 1.1% 0.89 0.6% 88% True False 398,240
10 159.28 157.51 1.77 1.1% 0.84 0.5% 87% False False 339,975
20 160.39 156.42 3.97 2.5% 1.06 0.7% 66% False False 470,758
40 160.66 156.40 4.26 2.7% 0.85 0.5% 62% False False 281,909
60 160.66 156.40 4.26 2.7% 0.78 0.5% 62% False False 188,606
80 160.66 155.11 5.55 3.5% 0.76 0.5% 71% False False 141,612
100 161.71 154.54 7.17 4.5% 0.74 0.5% 63% False False 113,293
120 161.71 152.93 8.78 5.5% 0.66 0.4% 70% False False 94,411
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 0.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.65
2.618 161.34
1.618 160.54
1.000 160.05
0.618 159.74
HIGH 159.25
0.618 158.94
0.500 158.85
0.382 158.76
LOW 158.45
0.618 157.96
1.000 157.65
1.618 157.16
2.618 156.36
4.250 155.05
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 158.98 158.85
PP 158.92 158.65
S1 158.85 158.45

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

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