Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 163.72 163.73 0.01 0.0% 161.18
High 164.22 163.87 -0.35 -0.2% 163.52
Low 163.28 163.25 -0.03 0.0% 161.13
Close 164.03 163.52 -0.51 -0.3% 163.35
Range 0.94 0.62 -0.32 -34.0% 2.39
ATR 0.86 0.85 -0.01 -0.6% 0.00
Volume 818,102 712,455 -105,647 -12.9% 3,756,024
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 165.41 165.08 163.86
R3 164.79 164.46 163.69
R2 164.17 164.17 163.63
R1 163.84 163.84 163.58 163.70
PP 163.55 163.55 163.55 163.47
S1 163.22 163.22 163.46 163.08
S2 162.93 162.93 163.41
S3 162.31 162.60 163.35
S4 161.69 161.98 163.18
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 169.84 168.98 164.66
R3 167.45 166.59 164.01
R2 165.06 165.06 163.79
R1 164.20 164.20 163.57 164.63
PP 162.67 162.67 162.67 162.88
S1 161.81 161.81 163.13 162.24
S2 160.28 160.28 162.91
S3 157.89 159.42 162.69
S4 155.50 157.03 162.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.22 162.70 1.52 0.9% 0.78 0.5% 54% False False 764,127
10 164.22 161.02 3.20 2.0% 0.68 0.4% 78% False False 730,866
20 164.22 158.70 5.52 3.4% 0.76 0.5% 87% False False 702,765
40 164.22 156.42 7.80 4.8% 0.84 0.5% 91% False False 582,860
60 164.22 156.40 7.82 4.8% 0.83 0.5% 91% False False 435,186
80 164.22 156.40 7.82 4.8% 0.78 0.5% 91% False False 326,883
100 164.22 155.11 9.11 5.6% 0.77 0.5% 92% False False 261,638
120 164.22 154.54 9.68 5.9% 0.75 0.5% 93% False False 218,034
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.51
2.618 165.49
1.618 164.87
1.000 164.49
0.618 164.25
HIGH 163.87
0.618 163.63
0.500 163.56
0.382 163.49
LOW 163.25
0.618 162.87
1.000 162.63
1.618 162.25
2.618 161.63
4.250 160.62
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 163.56 163.69
PP 163.55 163.63
S1 163.53 163.58

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

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