Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 158.39 158.74 0.35 0.2% 160.31
High 158.94 158.83 -0.11 -0.1% 160.53
Low 158.23 158.13 -0.10 -0.1% 156.42
Close 158.69 158.26 -0.43 -0.3% 157.21
Range 0.71 0.70 -0.01 -1.4% 4.11
ATR 0.94 0.93 -0.02 -1.8% 0.00
Volume 507,912 440,376 -67,536 -13.3% 3,338,632
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 160.51 160.08 158.65
R3 159.81 159.38 158.45
R2 159.11 159.11 158.39
R1 158.68 158.68 158.32 158.55
PP 158.41 158.41 158.41 158.34
S1 157.98 157.98 158.20 157.85
S2 157.71 157.71 158.13
S3 157.01 157.28 158.07
S4 156.31 156.58 157.88
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
5 160.39 156.42 3.97 2.5% 1.60 1.0% 46% False False 652,613
10 160.66 156.42 4.24 2.7% 1.07 0.7% 43% False False 496,251
20 160.66 156.42 4.24 2.7% 0.83 0.5% 43% False False 254,916
40 160.66 156.40 4.26 2.7% 0.78 0.5% 44% False False 129,013
60 160.66 155.15 5.51 3.5% 0.74 0.5% 56% False False 86,164
80 161.71 154.54 7.17 4.5% 0.75 0.5% 52% False False 64,714
100 161.71 154.54 7.17 4.5% 0.65 0.4% 52% False False 51,773
120 161.71 150.23 11.48 7.3% 0.60 0.4% 70% False False 43,150
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 161.81
2.618 160.66
1.618 159.96
1.000 159.53
0.618 159.26
HIGH 158.83
0.618 158.56
0.500 158.48
0.382 158.40
LOW 158.13
0.618 157.70
1.000 157.43
1.618 157.00
2.618 156.30
4.250 155.16
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 158.48 158.19
PP 158.41 158.11
S1 158.33 158.04

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

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