Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 161.92 162.12 0.20 0.1% 160.16
High 162.25 162.72 0.47 0.3% 161.94
Low 161.61 161.92 0.31 0.2% 159.87
Close 161.87 162.37 0.50 0.3% 161.31
Range 0.64 0.80 0.16 25.0% 2.07
ATR 0.83 0.83 0.00 0.2% 0.00
Volume 810,748 948,957 138,209 17.0% 2,801,699
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 164.74 164.35 162.81
R3 163.94 163.55 162.59
R2 163.14 163.14 162.52
R1 162.75 162.75 162.44 162.95
PP 162.34 162.34 162.34 162.43
S1 161.95 161.95 162.30 162.15
S2 161.54 161.54 162.22
S3 160.74 161.15 162.15
S4 159.94 160.35 161.93
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
5 162.72 161.02 1.70 1.0% 0.59 0.4% 79% True False 697,605
10 162.72 159.53 3.19 2.0% 0.69 0.4% 89% True False 694,559
20 162.72 157.52 5.20 3.2% 0.78 0.5% 93% True False 636,497
40 162.72 156.42 6.30 3.9% 0.89 0.5% 94% True False 551,957
60 162.72 156.40 6.32 3.9% 0.81 0.5% 94% True False 371,866
80 162.72 156.40 6.32 3.9% 0.78 0.5% 94% True False 279,133
100 162.72 155.11 7.61 4.7% 0.79 0.5% 95% True False 223,432
120 162.72 154.54 8.18 5.0% 0.73 0.4% 96% True False 186,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 166.12
2.618 164.81
1.618 164.01
1.000 163.52
0.618 163.21
HIGH 162.72
0.618 162.41
0.500 162.32
0.382 162.23
LOW 161.92
0.618 161.43
1.000 161.12
1.618 160.63
2.618 159.83
4.250 158.52
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 162.35 162.29
PP 162.34 162.21
S1 162.32 162.14

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

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