Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 159.77 159.36 -0.41 -0.3% 158.39
High 159.80 159.67 -0.13 -0.1% 160.19
Low 159.15 158.70 -0.45 -0.3% 158.33
Close 159.35 159.39 0.04 0.0% 159.66
Range 0.65 0.97 0.32 49.2% 1.86
ATR 0.91 0.92 0.00 0.5% 0.00
Volume 721,541 729,316 7,775 1.1% 2,859,414
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 162.16 161.75 159.92
R3 161.19 160.78 159.66
R2 160.22 160.22 159.57
R1 159.81 159.81 159.48 160.02
PP 159.25 159.25 159.25 159.36
S1 158.84 158.84 159.30 159.05
S2 158.28 158.28 159.21
S3 157.31 157.87 159.12
S4 156.34 156.90 158.86
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
5 160.19 158.70 1.49 0.9% 0.86 0.5% 46% False True 660,829
10 160.19 157.52 2.67 1.7% 0.88 0.6% 70% False False 529,534
20 160.19 156.78 3.41 2.1% 0.87 0.5% 77% False False 472,812
40 160.66 156.42 4.24 2.7% 0.85 0.5% 70% False False 363,864
60 160.66 156.40 4.26 2.7% 0.81 0.5% 70% False False 243,613
80 160.66 155.15 5.51 3.5% 0.77 0.5% 77% False False 182,826
100 161.71 154.54 7.17 4.5% 0.77 0.5% 68% False False 146,334
120 161.71 154.54 7.17 4.5% 0.68 0.4% 68% False False 121,946
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 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 163.79
2.618 162.21
1.618 161.24
1.000 160.64
0.618 160.27
HIGH 159.67
0.618 159.30
0.500 159.19
0.382 159.07
LOW 158.70
0.618 158.10
1.000 157.73
1.618 157.13
2.618 156.16
4.250 154.58
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 159.32 159.35
PP 159.25 159.31
S1 159.19 159.28

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

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