Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 160.55 160.88 0.33 0.2% 159.77
High 161.34 161.94 0.60 0.4% 160.52
Low 160.55 160.81 0.26 0.2% 158.70
Close 161.13 161.52 0.39 0.2% 160.39
Range 0.79 1.13 0.34 43.0% 1.82
ATR 0.90 0.92 0.02 1.8% 0.00
Volume 786,828 629,160 -157,668 -20.0% 3,309,665
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 164.81 164.30 162.14
R3 163.68 163.17 161.83
R2 162.55 162.55 161.73
R1 162.04 162.04 161.62 162.30
PP 161.42 161.42 161.42 161.55
S1 160.91 160.91 161.42 161.17
S2 160.29 160.29 161.31
S3 159.16 159.78 161.21
S4 158.03 158.65 160.90
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
5 161.94 159.53 2.41 1.5% 0.78 0.5% 83% True False 691,514
10 161.94 158.70 3.24 2.0% 0.85 0.5% 87% True False 674,664
20 161.94 157.52 4.42 2.7% 0.83 0.5% 90% True False 524,489
40 161.94 156.42 5.52 3.4% 0.89 0.6% 92% True False 468,089
60 161.94 156.40 5.54 3.4% 0.82 0.5% 92% True False 313,902
80 161.94 156.40 5.54 3.4% 0.78 0.5% 92% True False 235,564
100 161.94 154.54 7.40 4.6% 0.78 0.5% 94% True False 188,552
120 161.94 154.54 7.40 4.6% 0.71 0.4% 94% True False 157,129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 166.74
2.618 164.90
1.618 163.77
1.000 163.07
0.618 162.64
HIGH 161.94
0.618 161.51
0.500 161.38
0.382 161.24
LOW 160.81
0.618 160.11
1.000 159.68
1.618 158.98
2.618 157.85
4.250 156.01
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 161.47 161.32
PP 161.42 161.11
S1 161.38 160.91

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

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