Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 159.30 159.77 0.47 0.3% 158.39
High 159.85 159.80 -0.05 0.0% 160.19
Low 159.07 159.15 0.08 0.1% 158.33
Close 159.66 159.35 -0.31 -0.2% 159.66
Range 0.78 0.65 -0.13 -16.7% 1.86
ATR 0.93 0.91 -0.02 -2.2% 0.00
Volume 524,358 721,541 197,183 37.6% 2,859,414
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 161.38 161.02 159.71
R3 160.73 160.37 159.53
R2 160.08 160.08 159.47
R1 159.72 159.72 159.41 159.58
PP 159.43 159.43 159.43 159.36
S1 159.07 159.07 159.29 158.93
S2 158.78 158.78 159.23
S3 158.13 158.42 159.17
S4 157.48 157.77 158.99
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 164.97 164.18 160.68
R3 163.11 162.32 160.17
R2 161.25 161.25 160.00
R1 160.46 160.46 159.83 160.86
PP 159.39 159.39 159.39 159.59
S1 158.60 158.60 159.49 159.00
S2 157.53 157.53 159.32
S3 155.67 156.74 159.15
S4 153.81 154.88 158.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.19 158.45 1.74 1.1% 0.83 0.5% 52% False False 615,933
10 160.19 157.52 2.67 1.7% 0.86 0.5% 69% False False 473,767
20 160.19 156.78 3.41 2.1% 0.86 0.5% 75% False False 458,365
40 160.66 156.42 4.24 2.7% 0.84 0.5% 69% False False 345,768
60 160.66 156.40 4.26 2.7% 0.81 0.5% 69% False False 231,467
80 160.66 155.11 5.55 3.5% 0.77 0.5% 76% False False 173,709
100 161.71 154.54 7.17 4.5% 0.77 0.5% 67% False False 139,041
120 161.71 154.34 7.37 4.6% 0.68 0.4% 68% False False 115,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 162.56
2.618 161.50
1.618 160.85
1.000 160.45
0.618 160.20
HIGH 159.80
0.618 159.55
0.500 159.48
0.382 159.40
LOW 159.15
0.618 158.75
1.000 158.50
1.618 158.10
2.618 157.45
4.250 156.39
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 159.48 159.62
PP 159.43 159.53
S1 159.39 159.44

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

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