Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 160.10 157.01 -3.09 -1.9% 160.31
High 160.39 157.74 -2.65 -1.7% 160.53
Low 156.67 156.42 -0.25 -0.2% 156.42
Close 157.69 157.21 -0.48 -0.3% 157.21
Range 3.72 1.32 -2.40 -64.5% 4.11
ATR 0.89 0.92 0.03 3.5% 0.00
Volume 935,596 847,318 -88,278 -9.4% 3,338,632
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 161.08 160.47 157.94
R3 159.76 159.15 157.57
R2 158.44 158.44 157.45
R1 157.83 157.83 157.33 158.14
PP 157.12 157.12 157.12 157.28
S1 156.51 156.51 157.09 156.82
S2 155.80 155.80 156.97
S3 154.48 155.19 156.85
S4 153.16 153.87 156.48
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 170.38 167.91 159.47
R3 166.27 163.80 158.34
R2 162.16 162.16 157.96
R1 159.69 159.69 157.59 158.87
PP 158.05 158.05 158.05 157.65
S1 155.58 155.58 156.83 154.76
S2 153.94 153.94 156.46
S3 149.83 151.47 156.08
S4 145.72 147.36 154.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.53 156.42 4.11 2.6% 1.38 0.9% 19% False True 667,726
10 160.66 156.42 4.24 2.7% 1.00 0.6% 19% False True 356,515
20 160.66 156.40 4.26 2.7% 0.79 0.5% 19% False False 182,206
40 160.66 156.40 4.26 2.7% 0.74 0.5% 19% False False 92,089
60 160.66 155.11 5.55 3.5% 0.74 0.5% 38% False False 61,592
80 161.71 154.54 7.17 4.6% 0.72 0.5% 37% False False 46,213
100 161.71 153.69 8.02 5.1% 0.62 0.4% 44% False False 36,971
120 161.71 150.23 11.48 7.3% 0.58 0.4% 61% False False 30,816
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.35
2.618 161.20
1.618 159.88
1.000 159.06
0.618 158.56
HIGH 157.74
0.618 157.24
0.500 157.08
0.382 156.92
LOW 156.42
0.618 155.60
1.000 155.10
1.618 154.28
2.618 152.96
4.250 150.81
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 157.17 158.48
PP 157.12 158.05
S1 157.08 157.63

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

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