Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 157.65 157.61 -0.04 0.0% 157.20
High 157.95 158.50 0.55 0.3% 159.36
Low 156.78 157.51 0.73 0.5% 157.13
Close 157.32 158.33 1.01 0.6% 159.18
Range 1.17 0.99 -0.18 -15.4% 2.23
ATR 0.94 0.96 0.02 1.8% 0.00
Volume 551,669 436,130 -115,539 -20.9% 2,491,854
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 161.08 160.70 158.87
R3 160.09 159.71 158.60
R2 159.10 159.10 158.51
R1 158.72 158.72 158.42 158.91
PP 158.11 158.11 158.11 158.21
S1 157.73 157.73 158.24 157.92
S2 157.12 157.12 158.15
S3 156.13 156.74 158.06
S4 155.14 155.75 157.79
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% 1.01 0.6% 60% False False 545,289
10 159.36 156.42 2.94 1.9% 0.99 0.6% 65% False False 551,594
20 160.66 156.42 4.24 2.7% 0.95 0.6% 45% False False 411,689
40 160.66 156.40 4.26 2.7% 0.82 0.5% 45% False False 208,608
60 160.66 156.40 4.26 2.7% 0.76 0.5% 45% False False 139,255
80 161.71 154.54 7.17 4.5% 0.77 0.5% 53% False False 104,568
100 161.71 154.54 7.17 4.5% 0.68 0.4% 53% False False 83,657
120 161.71 151.85 9.86 6.2% 0.63 0.4% 66% False False 69,721
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.71
2.618 161.09
1.618 160.10
1.000 159.49
0.618 159.11
HIGH 158.50
0.618 158.12
0.500 158.01
0.382 157.89
LOW 157.51
0.618 156.90
1.000 156.52
1.618 155.91
2.618 154.92
4.250 153.30
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 158.22 158.14
PP 158.11 157.94
S1 158.01 157.75

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

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