Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 165.10 165.01 -0.09 -0.1% 164.49
High 165.47 165.57 0.10 0.1% 165.47
Low 164.85 164.90 0.05 0.0% 164.02
Close 165.18 165.51 0.33 0.2% 165.18
Range 0.62 0.67 0.05 8.1% 1.45
ATR 0.91 0.89 -0.02 -1.9% 0.00
Volume 442,898 745,193 302,295 68.3% 2,447,718
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 167.34 167.09 165.88
R3 166.67 166.42 165.69
R2 166.00 166.00 165.63
R1 165.75 165.75 165.57 165.88
PP 165.33 165.33 165.33 165.39
S1 165.08 165.08 165.45 165.21
S2 164.66 164.66 165.39
S3 163.99 164.41 165.33
S4 163.32 163.74 165.14
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 169.24 168.66 165.98
R3 167.79 167.21 165.58
R2 166.34 166.34 165.45
R1 165.76 165.76 165.31 166.05
PP 164.89 164.89 164.89 165.04
S1 164.31 164.31 165.05 164.60
S2 163.44 163.44 164.91
S3 161.99 162.86 164.78
S4 160.54 161.41 164.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.57 164.02 1.55 0.9% 0.70 0.4% 96% True False 638,582
10 166.16 163.72 2.44 1.5% 0.90 0.5% 73% False False 718,183
20 166.16 161.13 5.03 3.0% 0.80 0.5% 87% False False 746,293
40 166.16 157.52 8.64 5.2% 0.81 0.5% 92% False False 639,416
60 166.16 156.42 9.74 5.9% 0.86 0.5% 93% False False 568,132
80 166.16 156.40 9.76 5.9% 0.82 0.5% 93% False False 427,481
100 166.16 156.40 9.76 5.9% 0.78 0.5% 93% False False 342,095
120 166.16 154.54 11.62 7.0% 0.79 0.5% 94% False False 285,163
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 168.42
2.618 167.32
1.618 166.65
1.000 166.24
0.618 165.98
HIGH 165.57
0.618 165.31
0.500 165.24
0.382 165.16
LOW 164.90
0.618 164.49
1.000 164.23
1.618 163.82
2.618 163.15
4.250 162.05
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 165.42 165.31
PP 165.33 165.11
S1 165.24 164.91

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

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