Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 160.26 160.10 -0.16 -0.1% 159.75
High 160.53 160.39 -0.14 -0.1% 160.66
Low 159.99 156.67 -3.32 -2.1% 158.94
Close 160.22 157.69 -2.53 -1.6% 160.44
Range 0.54 3.72 3.18 588.9% 1.72
ATR 0.67 0.89 0.22 32.6% 0.00
Volume 618,716 935,596 316,880 51.2% 226,523
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 169.41 167.27 159.74
R3 165.69 163.55 158.71
R2 161.97 161.97 158.37
R1 159.83 159.83 158.03 159.04
PP 158.25 158.25 158.25 157.86
S1 156.11 156.11 157.35 155.32
S2 154.53 154.53 157.01
S3 150.81 152.39 156.67
S4 147.09 148.67 155.64
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 165.17 164.53 161.39
R3 163.45 162.81 160.91
R2 161.73 161.73 160.76
R1 161.09 161.09 160.60 161.41
PP 160.01 160.01 160.01 160.18
S1 159.37 159.37 160.28 159.69
S2 158.29 158.29 160.12
S3 156.57 157.65 159.97
S4 154.85 155.93 159.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.66 156.67 3.99 2.5% 1.22 0.8% 26% False True 516,904
10 160.66 156.67 3.99 2.5% 0.91 0.6% 26% False True 271,783
20 160.66 156.40 4.26 2.7% 0.80 0.5% 30% False False 139,840
40 160.66 156.40 4.26 2.7% 0.72 0.5% 30% False False 70,906
60 160.66 155.11 5.55 3.5% 0.72 0.5% 46% False False 47,490
80 161.71 154.54 7.17 4.5% 0.71 0.4% 44% False False 35,622
100 161.71 153.69 8.02 5.1% 0.61 0.4% 50% False False 28,498
120 161.71 150.23 11.48 7.3% 0.57 0.4% 65% False False 23,755
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 0.16
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 176.20
2.618 170.13
1.618 166.41
1.000 164.11
0.618 162.69
HIGH 160.39
0.618 158.97
0.500 158.53
0.382 158.09
LOW 156.67
0.618 154.37
1.000 152.95
1.618 150.65
2.618 146.93
4.250 140.86
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 158.53 158.60
PP 158.25 158.30
S1 157.97 157.99

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

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