Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 159.81 159.75 -0.06 0.0% 159.00
High 160.07 159.82 -0.25 -0.2% 160.07
Low 159.68 158.94 -0.74 -0.5% 158.59
Close 159.90 159.12 -0.78 -0.5% 159.90
Range 0.39 0.88 0.49 125.6% 1.48
ATR 0.69 0.71 0.02 2.9% 0.00
Volume 0 27,837 27,837 45,468
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 161.93 161.41 159.60
R3 161.05 160.53 159.36
R2 160.17 160.17 159.28
R1 159.65 159.65 159.20 159.47
PP 159.29 159.29 159.29 159.21
S1 158.77 158.77 159.04 158.59
S2 158.41 158.41 158.96
S3 157.53 157.89 158.88
S4 156.65 157.01 158.64
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 163.96 163.41 160.71
R3 162.48 161.93 160.31
R2 161.00 161.00 160.17
R1 160.45 160.45 160.04 160.73
PP 159.52 159.52 159.52 159.66
S1 158.97 158.97 159.76 159.25
S2 158.04 158.04 159.63
S3 156.56 157.49 159.49
S4 155.08 156.01 159.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.07 158.94 1.13 0.7% 0.55 0.3% 16% False True 12,652
10 160.07 157.14 2.93 1.8% 0.59 0.4% 68% False False 9,021
20 160.62 156.40 4.22 2.7% 0.71 0.4% 64% False False 6,769
40 160.62 156.40 4.22 2.7% 0.67 0.4% 64% False False 3,731
60 161.71 154.54 7.17 4.5% 0.72 0.5% 64% False False 2,658
80 161.71 154.54 7.17 4.5% 0.63 0.4% 64% False False 1,997
100 161.71 151.90 9.81 6.2% 0.56 0.4% 74% False False 1,606
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 163.56
2.618 162.12
1.618 161.24
1.000 160.70
0.618 160.36
HIGH 159.82
0.618 159.48
0.500 159.38
0.382 159.28
LOW 158.94
0.618 158.40
1.000 158.06
1.618 157.52
2.618 156.64
4.250 155.20
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 159.38 159.51
PP 159.29 159.38
S1 159.21 159.25

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

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