Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 159.39 159.49 0.10 0.1% 159.00
High 159.82 160.18 0.36 0.2% 160.07
Low 159.26 159.37 0.11 0.1% 158.59
Close 159.61 160.10 0.49 0.3% 159.90
Range 0.56 0.81 0.25 44.6% 1.48
ATR 0.70 0.71 0.01 1.1% 0.00
Volume 37,602 17,358 -20,244 -53.8% 45,468
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 162.31 162.02 160.55
R3 161.50 161.21 160.32
R2 160.69 160.69 160.25
R1 160.40 160.40 160.17 160.55
PP 159.88 159.88 159.88 159.96
S1 159.59 159.59 160.03 159.74
S2 159.07 159.07 159.95
S3 158.26 158.78 159.88
S4 157.45 157.97 159.65
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
5 160.18 158.94 1.24 0.8% 0.62 0.4% 94% True False 20,966
10 160.18 157.88 2.30 1.4% 0.59 0.4% 97% True False 13,580
20 160.18 156.40 3.78 2.4% 0.71 0.4% 98% True False 9,160
40 160.62 156.40 4.22 2.6% 0.68 0.4% 88% False False 5,066
60 161.71 155.00 6.71 4.2% 0.73 0.5% 76% False False 3,574
80 161.71 154.54 7.17 4.5% 0.64 0.4% 78% False False 2,684
100 161.71 151.90 9.81 6.1% 0.56 0.4% 84% False False 2,155
120 161.76 141.73 20.03 12.5% 0.69 0.4% 92% False False 1,796
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.62
2.618 162.30
1.618 161.49
1.000 160.99
0.618 160.68
HIGH 160.18
0.618 159.87
0.500 159.78
0.382 159.68
LOW 159.37
0.618 158.87
1.000 158.56
1.618 158.06
2.618 157.25
4.250 155.93
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 159.99 159.92
PP 159.88 159.74
S1 159.78 159.56

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

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