Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 160.16 160.55 0.39 0.2% 159.77
High 160.38 161.34 0.96 0.6% 160.52
Low 159.87 160.55 0.68 0.4% 158.70
Close 160.17 161.13 0.96 0.6% 160.39
Range 0.51 0.79 0.28 54.9% 1.82
ATR 0.88 0.90 0.02 2.4% 0.00
Volume 947,225 786,828 -160,397 -16.9% 3,309,665
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 163.38 163.04 161.56
R3 162.59 162.25 161.35
R2 161.80 161.80 161.27
R1 161.46 161.46 161.20 161.63
PP 161.01 161.01 161.01 161.09
S1 160.67 160.67 161.06 160.84
S2 160.22 160.22 160.99
S3 159.43 159.88 160.91
S4 158.64 159.09 160.70
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
5 161.34 159.12 2.22 1.4% 0.76 0.5% 91% True False 718,572
10 161.34 158.70 2.64 1.6% 0.81 0.5% 92% True False 689,700
20 161.34 157.51 3.83 2.4% 0.83 0.5% 95% True False 514,838
40 161.34 156.42 4.92 3.1% 0.87 0.5% 96% True False 452,911
60 161.34 156.40 4.94 3.1% 0.82 0.5% 96% True False 303,447
80 161.34 156.40 4.94 3.1% 0.77 0.5% 96% True False 227,711
100 161.71 154.54 7.17 4.4% 0.77 0.5% 92% False False 182,260
120 161.71 154.54 7.17 4.4% 0.70 0.4% 92% False False 151,886
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 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.70
2.618 163.41
1.618 162.62
1.000 162.13
0.618 161.83
HIGH 161.34
0.618 161.04
0.500 160.95
0.382 160.85
LOW 160.55
0.618 160.06
1.000 159.76
1.618 159.27
2.618 158.48
4.250 157.19
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 161.07 160.95
PP 161.01 160.77
S1 160.95 160.59

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

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