Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 159.20 159.95 0.75 0.5% 158.00
High 159.92 160.19 0.27 0.2% 159.00
Low 159.17 159.04 -0.13 -0.1% 157.52
Close 159.69 159.18 -0.51 -0.3% 157.92
Range 0.75 1.15 0.40 53.3% 1.48
ATR 0.93 0.94 0.02 1.7% 0.00
Volume 779,519 549,412 -230,107 -29.5% 985,075
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 162.92 162.20 159.81
R3 161.77 161.05 159.50
R2 160.62 160.62 159.39
R1 159.90 159.90 159.29 159.69
PP 159.47 159.47 159.47 159.36
S1 158.75 158.75 159.07 158.54
S2 158.32 158.32 158.97
S3 157.17 157.60 158.86
S4 156.02 156.45 158.55
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
5 160.19 157.65 2.54 1.6% 0.78 0.5% 60% True False 557,603
10 160.19 157.52 2.67 1.7% 0.87 0.5% 62% True False 401,505
20 160.19 156.78 3.41 2.1% 0.90 0.6% 70% True False 448,059
40 160.66 156.40 4.26 2.7% 0.85 0.5% 65% False False 315,132
60 160.66 156.40 4.26 2.7% 0.79 0.5% 65% False False 210,746
80 160.66 155.11 5.55 3.5% 0.78 0.5% 73% False False 158,209
100 161.71 154.54 7.17 4.5% 0.76 0.5% 65% False False 126,582
120 161.71 153.69 8.02 5.0% 0.67 0.4% 68% False False 105,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 165.08
2.618 163.20
1.618 162.05
1.000 161.34
0.618 160.90
HIGH 160.19
0.618 159.75
0.500 159.62
0.382 159.48
LOW 159.04
0.618 158.33
1.000 157.89
1.618 157.18
2.618 156.03
4.250 154.15
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 159.62 159.32
PP 159.47 159.27
S1 159.33 159.23

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

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