Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 157.72 158.00 0.28 0.2% 159.11
High 158.04 158.27 0.23 0.1% 159.15
Low 157.60 158.00 0.40 0.3% 157.60
Close 157.71 158.24 0.53 0.3% 157.71
Range 0.44 0.27 -0.17 -38.6% 1.55
ATR 0.81 0.79 -0.02 -2.2% 0.00
Volume 0 2,617 2,617 556
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 158.98 158.88 158.39
R3 158.71 158.61 158.31
R2 158.44 158.44 158.29
R1 158.34 158.34 158.26 158.39
PP 158.17 158.17 158.17 158.20
S1 158.07 158.07 158.22 158.12
S2 157.90 157.90 158.19
S3 157.63 157.80 158.17
S4 157.36 157.53 158.09
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 162.80 161.81 158.56
R3 161.25 160.26 158.14
R2 159.70 159.70 157.99
R1 158.71 158.71 157.85 158.43
PP 158.15 158.15 158.15 158.02
S1 157.16 157.16 157.57 156.88
S2 156.60 156.60 157.43
S3 155.05 155.61 157.28
S4 153.50 154.06 156.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.54 157.60 0.94 0.6% 0.50 0.3% 68% False False 634
10 159.63 157.60 2.03 1.3% 0.64 0.4% 32% False False 560
20 159.63 155.11 4.52 2.9% 0.71 0.5% 69% False False 435
40 161.71 154.54 7.17 4.5% 0.71 0.4% 52% False False 402
60 161.71 153.69 8.02 5.1% 0.54 0.3% 57% False False 269
80 161.71 150.23 11.48 7.3% 0.50 0.3% 70% False False 212
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 159.42
2.618 158.98
1.618 158.71
1.000 158.54
0.618 158.44
HIGH 158.27
0.618 158.17
0.500 158.14
0.382 158.10
LOW 158.00
0.618 157.83
1.000 157.73
1.618 157.56
2.618 157.29
4.250 156.85
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 158.21 158.18
PP 158.17 158.13
S1 158.14 158.07

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

View Archives - Comment on this page... - Back to Index of Symbols