Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 165.73 165.11 -0.62 -0.4% 166.10
High 165.75 165.43 -0.32 -0.2% 166.63
Low 164.76 164.99 0.23 0.1% 164.73
Close 164.87 165.21 0.34 0.2% 164.87
Range 0.99 0.44 -0.55 -55.6% 1.90
ATR 0.86 0.84 -0.02 -2.5% 0.00
Volume 461,216 33,907 -427,309 -92.6% 4,958,364
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 166.53 166.31 165.45
R3 166.09 165.87 165.33
R2 165.65 165.65 165.29
R1 165.43 165.43 165.25 165.54
PP 165.21 165.21 165.21 165.27
S1 164.99 164.99 165.17 165.10
S2 164.77 164.77 165.13
S3 164.33 164.55 165.09
S4 163.89 164.11 164.97
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 171.11 169.89 165.92
R3 169.21 167.99 165.39
R2 167.31 167.31 165.22
R1 166.09 166.09 165.04 165.75
PP 165.41 165.41 165.41 165.24
S1 164.19 164.19 164.70 163.85
S2 163.51 163.51 164.52
S3 161.61 162.29 164.35
S4 159.71 160.39 163.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.59 164.73 1.86 1.1% 0.83 0.5% 26% False False 814,902
10 166.63 164.73 1.90 1.2% 0.74 0.4% 25% False False 764,771
20 166.63 163.72 2.91 1.8% 0.82 0.5% 51% False False 741,477
40 166.63 158.70 7.93 4.8% 0.78 0.5% 82% False False 730,232
60 166.63 156.78 9.85 6.0% 0.82 0.5% 86% False False 636,174
80 166.63 156.40 10.23 6.2% 0.81 0.5% 86% False False 522,682
100 166.63 156.40 10.23 6.2% 0.79 0.5% 86% False False 418,540
120 166.63 155.11 11.52 7.0% 0.78 0.5% 88% False False 348,883
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 167.30
2.618 166.58
1.618 166.14
1.000 165.87
0.618 165.70
HIGH 165.43
0.618 165.26
0.500 165.21
0.382 165.16
LOW 164.99
0.618 164.72
1.000 164.55
1.618 164.28
2.618 163.84
4.250 163.12
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 165.21 165.29
PP 165.21 165.26
S1 165.21 165.24

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

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