Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 160.21 160.32 0.11 0.1% 162.00
High 160.63 160.59 -0.04 0.0% 163.19
Low 160.15 159.82 -0.33 -0.2% 159.77
Close 160.41 160.32 -0.09 -0.1% 160.27
Range 0.48 0.77 0.29 60.4% 3.42
ATR 0.93 0.92 -0.01 -1.2% 0.00
Volume 781,330 797,188 15,858 2.0% 5,068,444
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 162.55 162.21 160.74
R3 161.78 161.44 160.53
R2 161.01 161.01 160.46
R1 160.67 160.67 160.39 160.71
PP 160.24 160.24 160.24 160.26
S1 159.90 159.90 160.25 159.94
S2 159.47 159.47 160.18
S3 158.70 159.13 160.11
S4 157.93 158.36 159.90
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 171.34 169.22 162.15
R3 167.92 165.80 161.21
R2 164.50 164.50 160.90
R1 162.38 162.38 160.58 161.73
PP 161.08 161.08 161.08 160.75
S1 158.96 158.96 159.96 158.31
S2 157.66 157.66 159.64
S3 154.24 155.54 159.33
S4 150.82 152.12 158.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.54 159.14 2.40 1.5% 0.96 0.6% 49% False False 875,400
10 163.19 159.14 4.05 2.5% 0.96 0.6% 29% False False 858,186
20 164.54 159.14 5.40 3.4% 0.87 0.5% 22% False False 823,197
40 166.36 159.14 7.22 4.5% 0.76 0.5% 16% False False 763,153
60 166.36 159.14 7.22 4.5% 0.76 0.5% 16% False False 679,997
80 166.36 159.14 7.22 4.5% 0.72 0.4% 16% False False 511,902
100 166.36 159.14 7.22 4.5% 0.68 0.4% 16% False False 409,800
120 166.36 159.14 7.22 4.5% 0.65 0.4% 16% False False 341,503
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.86
2.618 162.61
1.618 161.84
1.000 161.36
0.618 161.07
HIGH 160.59
0.618 160.30
0.500 160.21
0.382 160.11
LOW 159.82
0.618 159.34
1.000 159.05
1.618 158.57
2.618 157.80
4.250 156.55
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 160.28 160.18
PP 160.24 160.03
S1 160.21 159.89

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.