Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 159.96 160.16 0.20 0.1% 159.77
High 160.52 160.38 -0.14 -0.1% 160.52
Low 159.83 159.87 0.04 0.0% 158.70
Close 160.39 160.17 -0.22 -0.1% 160.39
Range 0.69 0.51 -0.18 -26.1% 1.82
ATR 0.91 0.88 -0.03 -3.0% 0.00
Volume 338,454 947,225 608,771 179.9% 3,309,665
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 161.67 161.43 160.45
R3 161.16 160.92 160.31
R2 160.65 160.65 160.26
R1 160.41 160.41 160.22 160.53
PP 160.14 160.14 160.14 160.20
S1 159.90 159.90 160.12 160.02
S2 159.63 159.63 160.08
S3 159.12 159.39 160.03
S4 158.61 158.88 159.89
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% 0.79 0.5% 81% False False 707,069
10 160.52 158.45 2.07 1.3% 0.81 0.5% 83% False False 661,501
20 160.52 156.78 3.74 2.3% 0.85 0.5% 91% False False 503,080
40 160.66 156.42 4.24 2.6% 0.87 0.5% 88% False False 433,575
60 160.66 156.40 4.26 2.7% 0.82 0.5% 88% False False 290,349
80 160.66 156.40 4.26 2.7% 0.77 0.5% 88% False False 217,875
100 161.71 154.54 7.17 4.5% 0.77 0.5% 79% False False 174,392
120 161.71 154.54 7.17 4.5% 0.70 0.4% 79% False False 145,329
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 162.55
2.618 161.72
1.618 161.21
1.000 160.89
0.618 160.70
HIGH 160.38
0.618 160.19
0.500 160.13
0.382 160.06
LOW 159.87
0.618 159.55
1.000 159.36
1.618 159.04
2.618 158.53
4.250 157.70
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 160.16 160.12
PP 160.14 160.07
S1 160.13 160.03

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

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