Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 19-Oct-2016
Day Change Summary
Previous Current
18-Oct-2016 19-Oct-2016 Change Change % Previous Week
Open 163.42 163.74 0.32 0.2% 164.05
High 163.81 164.04 0.23 0.1% 164.18
Low 163.30 163.71 0.41 0.3% 163.15
Close 163.74 163.82 0.08 0.0% 163.46
Range 0.51 0.33 -0.18 -35.3% 1.03
ATR 0.71 0.68 -0.03 -3.8% 0.00
Volume 599,568 840,471 240,903 40.2% 3,336,974
Daily Pivots for day following 19-Oct-2016
Classic Woodie Camarilla DeMark
R4 164.85 164.66 164.00
R3 164.52 164.33 163.91
R2 164.19 164.19 163.88
R1 164.00 164.00 163.85 164.10
PP 163.86 163.86 163.86 163.90
S1 163.67 163.67 163.79 163.77
S2 163.53 163.53 163.76
S3 163.20 163.34 163.73
S4 162.87 163.01 163.64
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 166.69 166.10 164.03
R3 165.66 165.07 163.74
R2 164.63 164.63 163.65
R1 164.04 164.04 163.55 163.82
PP 163.60 163.60 163.60 163.49
S1 163.01 163.01 163.37 162.79
S2 162.57 162.57 163.27
S3 161.54 161.98 163.18
S4 160.51 160.95 162.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.04 162.81 1.23 0.8% 0.52 0.3% 82% True False 668,437
10 164.87 162.81 2.06 1.3% 0.61 0.4% 49% False False 681,998
20 166.36 162.81 3.55 2.2% 0.65 0.4% 28% False False 703,108
40 166.36 162.56 3.80 2.3% 0.70 0.4% 33% False False 608,397
60 166.36 162.56 3.80 2.3% 0.67 0.4% 33% False False 408,137
80 166.36 162.56 3.80 2.3% 0.64 0.4% 33% False False 306,450
100 166.36 160.33 6.03 3.7% 0.60 0.4% 58% False False 245,165
120 166.36 159.58 6.78 4.1% 0.54 0.3% 63% False False 204,304
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.16
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 165.44
2.618 164.90
1.618 164.57
1.000 164.37
0.618 164.24
HIGH 164.04
0.618 163.91
0.500 163.88
0.382 163.84
LOW 163.71
0.618 163.51
1.000 163.38
1.618 163.18
2.618 162.85
4.250 162.31
Fisher Pivots for day following 19-Oct-2016
Pivot 1 day 3 day
R1 163.88 163.69
PP 163.86 163.56
S1 163.84 163.43

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

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