Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 28-Nov-2016
Day Change Summary
Previous Current
25-Nov-2016 28-Nov-2016 Change Change % Previous Week
Open 161.09 161.73 0.64 0.4% 160.95
High 161.59 162.08 0.49 0.3% 161.72
Low 161.03 161.48 0.45 0.3% 160.31
Close 161.36 162.02 0.66 0.4% 161.36
Range 0.56 0.60 0.04 7.1% 1.41
ATR 0.91 0.90 -0.01 -1.5% 0.00
Volume 609,589 698,740 89,151 14.6% 3,129,139
Daily Pivots for day following 28-Nov-2016
Classic Woodie Camarilla DeMark
R4 163.66 163.44 162.35
R3 163.06 162.84 162.19
R2 162.46 162.46 162.13
R1 162.24 162.24 162.08 162.35
PP 161.86 161.86 161.86 161.92
S1 161.64 161.64 161.97 161.75
S2 161.26 161.26 161.91
S3 160.66 161.04 161.86
S4 160.06 160.44 161.69
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 165.36 164.77 162.14
R3 163.95 163.36 161.75
R2 162.54 162.54 161.62
R1 161.95 161.95 161.49 162.25
PP 161.13 161.13 161.13 161.28
S1 160.54 160.54 161.23 160.84
S2 159.72 159.72 161.10
S3 158.31 159.13 160.97
S4 156.90 157.72 160.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.08 160.31 1.77 1.1% 0.78 0.5% 97% True False 765,575
10 162.08 159.14 2.94 1.8% 0.81 0.5% 98% True False 806,769
20 163.19 159.14 4.05 2.5% 0.85 0.5% 71% False False 828,365
40 165.85 159.14 6.71 4.1% 0.79 0.5% 43% False False 795,202
60 166.36 159.14 7.22 4.5% 0.78 0.5% 40% False False 758,520
80 166.36 159.14 7.22 4.5% 0.73 0.4% 40% False False 581,506
100 166.36 159.14 7.22 4.5% 0.70 0.4% 40% False False 465,856
120 166.36 159.14 7.22 4.5% 0.67 0.4% 40% False False 388,222
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.63
2.618 163.65
1.618 163.05
1.000 162.68
0.618 162.45
HIGH 162.08
0.618 161.85
0.500 161.78
0.382 161.71
LOW 161.48
0.618 161.11
1.000 160.88
1.618 160.51
2.618 159.91
4.250 158.93
Fisher Pivots for day following 28-Nov-2016
Pivot 1 day 3 day
R1 161.94 161.75
PP 161.86 161.47
S1 161.78 161.20

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

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