Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 161.73 161.98 0.25 0.2% 160.95
High 162.08 162.01 -0.07 0.0% 161.72
Low 161.48 161.33 -0.15 -0.1% 160.31
Close 162.02 161.50 -0.52 -0.3% 161.36
Range 0.60 0.68 0.08 13.3% 1.41
ATR 0.90 0.88 -0.01 -1.7% 0.00
Volume 698,740 933,161 234,421 33.5% 3,129,139
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 163.65 163.26 161.87
R3 162.97 162.58 161.69
R2 162.29 162.29 161.62
R1 161.90 161.90 161.56 161.76
PP 161.61 161.61 161.61 161.54
S1 161.22 161.22 161.44 161.08
S2 160.93 160.93 161.38
S3 160.25 160.54 161.31
S4 159.57 159.86 161.13
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% 0.83 0.5% 67% False False 847,854
10 162.08 159.82 2.26 1.4% 0.76 0.5% 74% False False 811,802
20 163.19 159.14 4.05 2.5% 0.87 0.5% 58% False False 837,481
40 165.68 159.14 6.54 4.0% 0.79 0.5% 36% False False 797,710
60 166.36 159.14 7.22 4.5% 0.77 0.5% 33% False False 761,341
80 166.36 159.14 7.22 4.5% 0.73 0.5% 33% False False 593,113
100 166.36 159.14 7.22 4.5% 0.70 0.4% 33% False False 475,187
120 166.36 159.14 7.22 4.5% 0.68 0.4% 33% False False 395,998
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 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.90
2.618 163.79
1.618 163.11
1.000 162.69
0.618 162.43
HIGH 162.01
0.618 161.75
0.500 161.67
0.382 161.59
LOW 161.33
0.618 160.91
1.000 160.65
1.618 160.23
2.618 159.55
4.250 158.44
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 161.67 161.56
PP 161.61 161.54
S1 161.56 161.52

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

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