Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 157.01 157.20 0.19 0.1% 160.31
High 157.74 158.68 0.94 0.6% 160.53
Low 156.42 157.13 0.71 0.5% 156.42
Close 157.21 158.51 1.30 0.8% 157.21
Range 1.32 1.55 0.23 17.4% 4.11
ATR 0.92 0.96 0.05 4.9% 0.00
Volume 847,318 531,866 -315,452 -37.2% 3,338,632
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 162.76 162.18 159.36
R3 161.21 160.63 158.94
R2 159.66 159.66 158.79
R1 159.08 159.08 158.65 159.37
PP 158.11 158.11 158.11 158.25
S1 157.53 157.53 158.37 157.82
S2 156.56 156.56 158.23
S3 155.01 155.98 158.08
S4 153.46 154.43 157.66
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% 1.61 1.0% 51% False False 710,442
10 160.66 156.42 4.24 2.7% 1.07 0.7% 49% False False 406,918
20 160.66 156.42 4.24 2.7% 0.83 0.5% 49% False False 207,969
40 160.66 156.40 4.26 2.7% 0.77 0.5% 50% False False 105,320
60 160.66 155.11 5.55 3.5% 0.75 0.5% 61% False False 70,359
80 161.71 154.54 7.17 4.5% 0.74 0.5% 55% False False 52,861
100 161.71 153.69 8.02 5.1% 0.64 0.4% 60% False False 42,290
120 161.71 150.23 11.48 7.2% 0.59 0.4% 72% False False 35,248
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.27
2.618 162.74
1.618 161.19
1.000 160.23
0.618 159.64
HIGH 158.68
0.618 158.09
0.500 157.91
0.382 157.72
LOW 157.13
0.618 156.17
1.000 155.58
1.618 154.62
2.618 153.07
4.250 150.54
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 158.31 158.48
PP 158.11 158.44
S1 157.91 158.41

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

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