Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 158.47 159.20 0.73 0.5% 158.00
High 159.25 159.92 0.67 0.4% 159.00
Low 158.45 159.17 0.72 0.5% 157.52
Close 159.05 159.69 0.64 0.4% 157.92
Range 0.80 0.75 -0.05 -6.3% 1.48
ATR 0.93 0.93 0.00 -0.5% 0.00
Volume 504,837 779,519 274,682 54.4% 985,075
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 161.84 161.52 160.10
R3 161.09 160.77 159.90
R2 160.34 160.34 159.83
R1 160.02 160.02 159.76 160.18
PP 159.59 159.59 159.59 159.68
S1 159.27 159.27 159.62 159.43
S2 158.84 158.84 159.55
S3 158.09 158.52 159.48
S4 157.34 157.77 159.28
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
5 159.92 157.52 2.40 1.5% 0.82 0.5% 90% True False 499,055
10 159.92 157.52 2.40 1.5% 0.82 0.5% 90% True False 374,314
20 159.92 156.42 3.50 2.2% 0.91 0.6% 93% True False 462,954
40 160.66 156.40 4.26 2.7% 0.86 0.5% 77% False False 301,397
60 160.66 156.40 4.26 2.7% 0.78 0.5% 77% False False 201,589
80 160.66 155.11 5.55 3.5% 0.77 0.5% 83% False False 151,356
100 161.71 154.54 7.17 4.5% 0.75 0.5% 72% False False 121,088
120 161.71 153.69 8.02 5.0% 0.66 0.4% 75% False False 100,907
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.11
2.618 161.88
1.618 161.13
1.000 160.67
0.618 160.38
HIGH 159.92
0.618 159.63
0.500 159.55
0.382 159.46
LOW 159.17
0.618 158.71
1.000 158.42
1.618 157.96
2.618 157.21
4.250 155.98
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 159.64 159.50
PP 159.59 159.31
S1 159.55 159.13

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

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