Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 161.18 161.73 0.55 0.3% 160.16
High 161.55 162.03 0.48 0.3% 161.94
Low 161.13 161.55 0.42 0.3% 159.87
Close 161.42 161.83 0.41 0.3% 161.31
Range 0.42 0.48 0.06 14.3% 2.07
ATR 0.86 0.84 -0.02 -2.1% 0.00
Volume 658,061 631,774 -26,287 -4.0% 2,801,699
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 163.24 163.02 162.09
R3 162.76 162.54 161.96
R2 162.28 162.28 161.92
R1 162.06 162.06 161.87 162.17
PP 161.80 161.80 161.80 161.86
S1 161.58 161.58 161.79 161.69
S2 161.32 161.32 161.74
S3 160.84 161.10 161.70
S4 160.36 160.62 161.57
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 167.25 166.35 162.45
R3 165.18 164.28 161.88
R2 163.11 163.11 161.69
R1 162.21 162.21 161.50 162.66
PP 161.04 161.04 161.04 161.27
S1 160.14 160.14 161.12 160.59
S2 158.97 158.97 160.93
S3 156.90 158.07 160.74
S4 154.83 156.00 160.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.03 160.55 1.48 0.9% 0.68 0.4% 86% True False 628,861
10 162.03 158.70 3.33 2.1% 0.74 0.5% 94% True False 667,965
20 162.03 157.52 4.51 2.8% 0.80 0.5% 96% True False 570,866
40 162.03 156.42 5.61 3.5% 0.88 0.5% 96% True False 509,661
60 162.03 156.40 5.63 3.5% 0.82 0.5% 96% True False 342,538
80 162.03 156.40 5.63 3.5% 0.78 0.5% 96% True False 257,165
100 162.03 154.69 7.34 4.5% 0.79 0.5% 97% True False 205,835
120 162.03 154.54 7.49 4.6% 0.72 0.4% 97% True False 171,532
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.07
2.618 163.29
1.618 162.81
1.000 162.51
0.618 162.33
HIGH 162.03
0.618 161.85
0.500 161.79
0.382 161.73
LOW 161.55
0.618 161.25
1.000 161.07
1.618 160.77
2.618 160.29
4.250 159.51
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 161.82 161.73
PP 161.80 161.63
S1 161.79 161.53

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

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