Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 160.58 160.16 -0.42 -0.3% 159.72
High 160.96 161.09 0.13 0.1% 161.09
Low 160.35 159.98 -0.37 -0.2% 159.14
Close 160.77 160.73 -0.04 0.0% 160.73
Range 0.61 1.11 0.50 82.0% 1.95
ATR 0.90 0.91 0.02 1.7% 0.00
Volume 889,234 889,234 0 0.0% 4,239,811
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 163.93 163.44 161.34
R3 162.82 162.33 161.04
R2 161.71 161.71 160.93
R1 161.22 161.22 160.83 161.47
PP 160.60 160.60 160.60 160.72
S1 160.11 160.11 160.63 160.36
S2 159.49 159.49 160.53
S3 158.38 159.00 160.42
S4 157.27 157.89 160.12
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 166.17 165.40 161.80
R3 164.22 163.45 161.27
R2 162.27 162.27 161.09
R1 161.50 161.50 160.91 161.89
PP 160.32 160.32 160.32 160.51
S1 159.55 159.55 160.55 159.94
S2 158.37 158.37 160.37
S3 156.42 157.60 160.19
S4 154.47 155.65 159.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.09 159.14 1.95 1.2% 0.84 0.5% 82% True False 847,962
10 163.19 159.14 4.05 2.5% 1.00 0.6% 39% False False 930,825
20 164.54 159.14 5.40 3.4% 0.89 0.6% 29% False False 856,551
40 166.36 159.14 7.22 4.5% 0.77 0.5% 22% False False 782,156
60 166.36 159.14 7.22 4.5% 0.77 0.5% 22% False False 708,966
80 166.36 159.14 7.22 4.5% 0.73 0.5% 22% False False 534,053
100 166.36 159.14 7.22 4.5% 0.68 0.4% 22% False False 427,584
120 166.36 159.14 7.22 4.5% 0.66 0.4% 22% False False 356,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 165.81
2.618 164.00
1.618 162.89
1.000 162.20
0.618 161.78
HIGH 161.09
0.618 160.67
0.500 160.54
0.382 160.40
LOW 159.98
0.618 159.29
1.000 158.87
1.618 158.18
2.618 157.07
4.250 155.26
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 160.67 160.64
PP 160.60 160.55
S1 160.54 160.46

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

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