Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 166.56 165.80 -0.76 -0.5% 165.01
High 166.59 165.83 -0.76 -0.5% 166.25
Low 165.80 165.04 -0.76 -0.5% 164.75
Close 165.99 165.19 -0.80 -0.5% 165.95
Range 0.79 0.79 0.00 0.0% 1.50
ATR 0.82 0.83 0.01 1.2% 0.00
Volume 1,265,798 1,225,892 -39,906 -3.2% 3,400,636
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 167.72 167.25 165.62
R3 166.93 166.46 165.41
R2 166.14 166.14 165.33
R1 165.67 165.67 165.26 165.51
PP 165.35 165.35 165.35 165.28
S1 164.88 164.88 165.12 164.72
S2 164.56 164.56 165.05
S3 163.77 164.09 164.97
S4 162.98 163.30 164.76
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 170.15 169.55 166.78
R3 168.65 168.05 166.36
R2 167.15 167.15 166.23
R1 166.55 166.55 166.09 166.85
PP 165.65 165.65 165.65 165.80
S1 165.05 165.05 165.81 165.35
S2 164.15 164.15 165.68
S3 162.65 163.55 165.54
S4 161.15 162.05 165.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.63 165.04 1.59 1.0% 0.66 0.4% 9% False True 930,542
10 166.63 164.24 2.39 1.4% 0.71 0.4% 40% False False 792,663
20 166.63 163.25 3.38 2.0% 0.80 0.5% 57% False False 782,557
40 166.63 158.45 8.18 5.0% 0.78 0.5% 82% False False 736,506
60 166.63 156.42 10.21 6.2% 0.87 0.5% 86% False False 649,821
80 166.63 156.40 10.23 6.2% 0.82 0.5% 86% False False 502,897
100 166.63 156.40 10.23 6.2% 0.78 0.5% 86% False False 402,718
120 166.63 155.11 11.52 7.0% 0.76 0.5% 88% False False 335,703
Crabel Price Patterns
NR False
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 0.11
Fibonacci Retracements and Extensions
4.250 169.19
2.618 167.90
1.618 167.11
1.000 166.62
0.618 166.32
HIGH 165.83
0.618 165.53
0.500 165.44
0.382 165.34
LOW 165.04
0.618 164.55
1.000 164.25
1.618 163.76
2.618 162.97
4.250 161.68
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 165.44 165.84
PP 165.35 165.62
S1 165.27 165.41

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

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