Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 158.65 157.65 -1.00 -0.6% 157.20
High 158.71 157.95 -0.76 -0.5% 159.36
Low 157.33 156.78 -0.55 -0.3% 157.13
Close 157.49 157.32 -0.17 -0.1% 159.18
Range 1.38 1.17 -0.21 -15.2% 2.23
ATR 0.93 0.94 0.02 1.9% 0.00
Volume 465,955 551,669 85,714 18.4% 2,491,854
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 160.86 160.26 157.96
R3 159.69 159.09 157.64
R2 158.52 158.52 157.53
R1 157.92 157.92 157.43 157.64
PP 157.35 157.35 157.35 157.21
S1 156.75 156.75 157.21 156.47
S2 156.18 156.18 157.11
S3 155.01 155.58 157.00
S4 153.84 154.41 156.68
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 165.25 164.44 160.41
R3 163.02 162.21 159.79
R2 160.79 160.79 159.59
R1 159.98 159.98 159.38 160.39
PP 158.56 158.56 158.56 158.76
S1 157.75 157.75 158.98 158.16
S2 156.33 156.33 158.77
S3 154.10 155.52 158.57
S4 151.87 153.29 157.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.36 156.78 2.58 1.6% 0.93 0.6% 21% False True 550,469
10 160.39 156.42 3.97 2.5% 1.27 0.8% 23% False False 601,541
20 160.66 156.42 4.24 2.7% 0.92 0.6% 21% False False 390,984
40 160.66 156.40 4.26 2.7% 0.82 0.5% 22% False False 197,752
60 160.66 156.40 4.26 2.7% 0.76 0.5% 22% False False 132,001
80 161.71 154.54 7.17 4.6% 0.76 0.5% 39% False False 99,116
100 161.71 154.54 7.17 4.6% 0.68 0.4% 39% False False 79,296
120 161.71 151.06 10.65 6.8% 0.63 0.4% 59% False False 66,087
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.92
2.618 161.01
1.618 159.84
1.000 159.12
0.618 158.67
HIGH 157.95
0.618 157.50
0.500 157.37
0.382 157.23
LOW 156.78
0.618 156.06
1.000 155.61
1.618 154.89
2.618 153.72
4.250 151.81
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 157.37 158.00
PP 157.35 157.77
S1 157.34 157.55

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.