Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 163.73 163.80 0.07 0.0% 163.45
High 163.87 164.03 0.16 0.1% 164.22
Low 163.25 163.31 0.06 0.0% 162.88
Close 163.52 163.62 0.10 0.1% 163.62
Range 0.62 0.72 0.10 16.1% 1.34
ATR 0.85 0.84 -0.01 -1.1% 0.00
Volume 712,455 873,856 161,401 22.7% 3,988,008
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 165.81 165.44 164.02
R3 165.09 164.72 163.82
R2 164.37 164.37 163.75
R1 164.00 164.00 163.69 163.83
PP 163.65 163.65 163.65 163.57
S1 163.28 163.28 163.55 163.11
S2 162.93 162.93 163.49
S3 162.21 162.56 163.42
S4 161.49 161.84 163.22
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 167.59 166.95 164.36
R3 166.25 165.61 163.99
R2 164.91 164.91 163.87
R1 164.27 164.27 163.74 164.59
PP 163.57 163.57 163.57 163.74
S1 162.93 162.93 163.50 163.25
S2 162.23 162.23 163.37
S3 160.89 161.59 163.25
S4 159.55 160.25 162.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.22 162.88 1.34 0.8% 0.76 0.5% 55% False False 797,601
10 164.22 161.13 3.09 1.9% 0.69 0.4% 81% False False 774,403
20 164.22 158.70 5.52 3.4% 0.74 0.5% 89% False False 718,987
40 164.22 156.78 7.44 4.5% 0.82 0.5% 92% False False 583,523
60 164.22 156.40 7.82 4.8% 0.81 0.5% 92% False False 449,751
80 164.22 156.40 7.82 4.8% 0.78 0.5% 92% False False 337,806
100 164.22 155.11 9.11 5.6% 0.77 0.5% 93% False False 270,364
120 164.22 154.54 9.68 5.9% 0.75 0.5% 94% False False 225,316
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.09
2.618 165.91
1.618 165.19
1.000 164.75
0.618 164.47
HIGH 164.03
0.618 163.75
0.500 163.67
0.382 163.59
LOW 163.31
0.618 162.87
1.000 162.59
1.618 162.15
2.618 161.43
4.250 160.25
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 163.67 163.74
PP 163.65 163.70
S1 163.64 163.66

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

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