Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 159.90 159.96 0.06 0.0% 159.77
High 160.33 160.52 0.19 0.1% 160.52
Low 159.53 159.83 0.30 0.2% 158.70
Close 159.71 160.39 0.68 0.4% 160.39
Range 0.80 0.69 -0.11 -13.8% 1.82
ATR 0.91 0.91 -0.01 -0.8% 0.00
Volume 755,905 338,454 -417,451 -55.2% 3,309,665
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 162.32 162.04 160.77
R3 161.63 161.35 160.58
R2 160.94 160.94 160.52
R1 160.66 160.66 160.45 160.80
PP 160.25 160.25 160.25 160.32
S1 159.97 159.97 160.33 160.11
S2 159.56 159.56 160.26
S3 158.87 159.28 160.20
S4 158.18 158.59 160.01
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 165.33 164.68 161.39
R3 163.51 162.86 160.89
R2 161.69 161.69 160.72
R1 161.04 161.04 160.56 161.37
PP 159.87 159.87 159.87 160.03
S1 159.22 159.22 160.22 159.55
S2 158.05 158.05 160.06
S3 156.23 157.40 159.89
S4 154.41 155.58 159.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.52 158.70 1.82 1.1% 0.82 0.5% 93% True False 661,933
10 160.52 158.33 2.19 1.4% 0.82 0.5% 94% True False 616,907
20 160.52 156.78 3.74 2.3% 0.89 0.6% 97% True False 479,016
40 160.66 156.42 4.24 2.6% 0.87 0.5% 94% False False 409,894
60 160.66 156.40 4.26 2.7% 0.83 0.5% 94% False False 274,562
80 160.66 156.40 4.26 2.7% 0.78 0.5% 94% False False 206,037
100 161.71 154.54 7.17 4.5% 0.78 0.5% 82% False False 164,920
120 161.71 154.54 7.17 4.5% 0.70 0.4% 82% False False 137,436
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 163.45
2.618 162.33
1.618 161.64
1.000 161.21
0.618 160.95
HIGH 160.52
0.618 160.26
0.500 160.18
0.382 160.09
LOW 159.83
0.618 159.40
1.000 159.14
1.618 158.71
2.618 158.02
4.250 156.90
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 160.32 160.20
PP 160.25 160.01
S1 160.18 159.82

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

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