Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 160.32 160.58 0.26 0.2% 162.00
High 160.59 160.96 0.37 0.2% 163.19
Low 159.82 160.35 0.53 0.3% 159.77
Close 160.32 160.77 0.45 0.3% 160.27
Range 0.77 0.61 -0.16 -20.8% 3.42
ATR 0.92 0.90 -0.02 -2.1% 0.00
Volume 797,188 889,234 92,046 11.5% 5,068,444
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 162.52 162.26 161.11
R3 161.91 161.65 160.94
R2 161.30 161.30 160.88
R1 161.04 161.04 160.83 161.17
PP 160.69 160.69 160.69 160.76
S1 160.43 160.43 160.71 160.56
S2 160.08 160.08 160.66
S3 159.47 159.82 160.60
S4 158.86 159.21 160.43
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
5 160.96 159.14 1.82 1.1% 0.79 0.5% 90% True False 902,004
10 163.19 159.14 4.05 2.5% 0.94 0.6% 40% False False 887,421
20 164.54 159.14 5.40 3.4% 0.85 0.5% 30% False False 839,874
40 166.36 159.14 7.22 4.5% 0.75 0.5% 23% False False 773,280
60 166.36 159.14 7.22 4.5% 0.76 0.5% 23% False False 694,573
80 166.36 159.14 7.22 4.5% 0.72 0.4% 23% False False 522,984
100 166.36 159.14 7.22 4.5% 0.69 0.4% 23% False False 418,692
120 166.36 159.14 7.22 4.5% 0.65 0.4% 23% False False 348,914
Crabel Price Patterns
NR True
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.55
2.618 162.56
1.618 161.95
1.000 161.57
0.618 161.34
HIGH 160.96
0.618 160.73
0.500 160.66
0.382 160.58
LOW 160.35
0.618 159.97
1.000 159.74
1.618 159.36
2.618 158.75
4.250 157.76
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 160.73 160.64
PP 160.69 160.52
S1 160.66 160.39

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

View Archives - Comment on this page... - Back to Index of Symbols