Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 162.57 162.10 -0.47 -0.3% 162.08
High 162.70 162.62 -0.08 0.0% 162.78
Low 161.93 162.10 0.17 0.1% 161.53
Close 162.10 162.50 0.40 0.2% 162.50
Range 0.77 0.52 -0.25 -32.5% 1.25
ATR 0.76 0.74 -0.02 -2.3% 0.00
Volume 596,884 455,189 -141,695 -23.7% 3,431,173
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 163.97 163.75 162.79
R3 163.45 163.23 162.64
R2 162.93 162.93 162.60
R1 162.71 162.71 162.55 162.82
PP 162.41 162.41 162.41 162.46
S1 162.19 162.19 162.45 162.30
S2 161.89 161.89 162.40
S3 161.37 161.67 162.36
S4 160.85 161.15 162.21
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 166.02 165.51 163.19
R3 164.77 164.26 162.84
R2 163.52 163.52 162.73
R1 163.01 163.01 162.61 163.27
PP 162.27 162.27 162.27 162.40
S1 161.76 161.76 162.39 162.02
S2 161.02 161.02 162.27
S3 159.77 160.51 162.16
S4 158.52 159.26 161.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.78 161.53 1.25 0.8% 0.62 0.4% 78% False False 686,234
10 164.54 161.37 3.17 2.0% 0.78 0.5% 36% False False 782,277
20 164.54 161.37 3.17 2.0% 0.69 0.4% 36% False False 715,430
40 166.36 161.37 4.99 3.1% 0.71 0.4% 23% False False 703,783
60 166.36 161.37 4.99 3.1% 0.70 0.4% 23% False False 556,189
80 166.36 161.37 4.99 3.1% 0.67 0.4% 23% False False 418,112
100 166.36 161.11 5.25 3.2% 0.65 0.4% 26% False False 334,504
120 166.36 159.75 6.61 4.1% 0.58 0.4% 42% False False 278,755
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 164.83
2.618 163.98
1.618 163.46
1.000 163.14
0.618 162.94
HIGH 162.62
0.618 162.42
0.500 162.36
0.382 162.30
LOW 162.10
0.618 161.78
1.000 161.58
1.618 161.26
2.618 160.74
4.250 159.89
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 162.45 162.45
PP 162.41 162.40
S1 162.36 162.36

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

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