Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 159.34 159.90 0.56 0.4% 158.39
High 160.12 160.33 0.21 0.1% 160.19
Low 159.12 159.53 0.41 0.3% 158.33
Close 159.77 159.71 -0.06 0.0% 159.66
Range 1.00 0.80 -0.20 -20.0% 1.86
ATR 0.92 0.91 -0.01 -0.9% 0.00
Volume 764,449 755,905 -8,544 -1.1% 2,859,414
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 162.26 161.78 160.15
R3 161.46 160.98 159.93
R2 160.66 160.66 159.86
R1 160.18 160.18 159.78 160.02
PP 159.86 159.86 159.86 159.78
S1 159.38 159.38 159.64 159.22
S2 159.06 159.06 159.56
S3 158.26 158.58 159.49
S4 157.46 157.78 159.27
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
5 160.33 158.70 1.63 1.0% 0.84 0.5% 62% True False 699,113
10 160.33 157.65 2.68 1.7% 0.81 0.5% 77% True False 628,358
20 160.33 156.78 3.55 2.2% 0.89 0.6% 83% True False 498,245
40 160.66 156.42 4.24 2.7% 0.86 0.5% 78% False False 401,684
60 160.66 156.40 4.26 2.7% 0.83 0.5% 78% False False 268,921
80 160.66 156.40 4.26 2.7% 0.77 0.5% 78% False False 201,807
100 161.71 154.54 7.17 4.5% 0.78 0.5% 72% False False 161,536
120 161.71 154.54 7.17 4.5% 0.69 0.4% 72% False False 134,615
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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 163.73
2.618 162.42
1.618 161.62
1.000 161.13
0.618 160.82
HIGH 160.33
0.618 160.02
0.500 159.93
0.382 159.84
LOW 159.53
0.618 159.04
1.000 158.73
1.618 158.24
2.618 157.44
4.250 156.13
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 159.93 159.65
PP 159.86 159.58
S1 159.78 159.52

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

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