Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 08-Dec-2016
Day Change Summary
Previous Current
07-Dec-2016 08-Dec-2016 Change Change % Previous Week
Open 159.74 160.32 0.58 0.4% 161.73
High 160.52 160.47 -0.05 0.0% 162.08
Low 159.70 159.97 0.27 0.2% 159.54
Close 160.32 160.15 -0.17 -0.1% 161.00
Range 0.82 0.50 -0.32 -39.0% 2.54
ATR 1.00 0.96 -0.04 -3.6% 0.00
Volume 14,315 14,315 0 0.0% 5,519,392
Daily Pivots for day following 08-Dec-2016
Classic Woodie Camarilla DeMark
R4 161.70 161.42 160.43
R3 161.20 160.92 160.29
R2 160.70 160.70 160.24
R1 160.42 160.42 160.20 160.31
PP 160.20 160.20 160.20 160.14
S1 159.92 159.92 160.10 159.81
S2 159.70 159.70 160.06
S3 159.20 159.42 160.01
S4 158.70 158.92 159.88
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 168.49 167.29 162.40
R3 165.95 164.75 161.70
R2 163.41 163.41 161.47
R1 162.21 162.21 161.23 161.54
PP 160.87 160.87 160.87 160.54
S1 159.67 159.67 160.77 159.00
S2 158.33 158.33 160.53
S3 155.79 157.13 160.30
S4 153.25 154.59 159.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.45 159.70 1.75 1.1% 1.03 0.6% 26% False False 630,234
10 162.08 159.54 2.54 1.6% 0.96 0.6% 24% False False 781,039
20 162.08 159.14 2.94 1.8% 0.95 0.6% 34% False False 824,270
40 164.54 159.14 5.40 3.4% 0.85 0.5% 19% False False 797,863
60 166.36 159.14 7.22 4.5% 0.80 0.5% 14% False False 760,285
80 166.36 159.14 7.22 4.5% 0.78 0.5% 14% False False 662,373
100 166.36 159.14 7.22 4.5% 0.74 0.5% 14% False False 530,713
120 166.36 159.14 7.22 4.5% 0.72 0.5% 14% False False 442,404
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 162.60
2.618 161.78
1.618 161.28
1.000 160.97
0.618 160.78
HIGH 160.47
0.618 160.28
0.500 160.22
0.382 160.16
LOW 159.97
0.618 159.66
1.000 159.47
1.618 159.16
2.618 158.66
4.250 157.85
Fisher Pivots for day following 08-Dec-2016
Pivot 1 day 3 day
R1 160.22 160.22
PP 160.20 160.19
S1 160.17 160.17

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

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