Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 157.21 157.43 0.22 0.1% 157.44
High 157.56 157.44 -0.12 -0.1% 158.60
Low 156.96 156.50 -0.46 -0.3% 156.96
Close 157.21 156.68 -0.53 -0.3% 157.21
Range 0.60 0.94 0.34 56.7% 1.64
ATR 0.79 0.80 0.01 1.3% 0.00
Volume 600,090 495,363 -104,727 -17.5% 3,082,890
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 159.69 159.13 157.20
R3 158.75 158.19 156.94
R2 157.81 157.81 156.85
R1 157.25 157.25 156.77 157.06
PP 156.87 156.87 156.87 156.78
S1 156.31 156.31 156.59 156.12
S2 155.93 155.93 156.51
S3 154.99 155.37 156.42
S4 154.05 154.43 156.16
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 162.51 161.50 158.11
R3 160.87 159.86 157.66
R2 159.23 159.23 157.51
R1 158.22 158.22 157.36 157.91
PP 157.59 157.59 157.59 157.43
S1 156.58 156.58 157.06 156.27
S2 155.95 155.95 156.91
S3 154.31 154.94 156.76
S4 152.67 153.30 156.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.60 156.50 2.10 1.3% 0.85 0.5% 9% False True 604,288
10 158.60 155.71 2.89 1.8% 0.86 0.5% 34% False False 575,183
20 158.60 155.71 2.89 1.8% 0.72 0.5% 34% False False 541,490
40 158.60 153.50 5.10 3.3% 0.76 0.5% 62% False False 562,282
60 158.60 152.75 5.85 3.7% 0.79 0.5% 67% False False 428,944
80 158.60 149.90 8.70 5.6% 0.78 0.5% 78% False False 322,511
100 158.60 149.89 8.71 5.6% 0.82 0.5% 78% False False 258,226
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.44
2.618 159.90
1.618 158.96
1.000 158.38
0.618 158.02
HIGH 157.44
0.618 157.08
0.500 156.97
0.382 156.86
LOW 156.50
0.618 155.92
1.000 155.56
1.618 154.98
2.618 154.04
4.250 152.51
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 156.97 157.37
PP 156.87 157.14
S1 156.78 156.91

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.