Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 162.12 162.77 0.65 0.4% 161.18
High 162.72 163.52 0.80 0.5% 163.52
Low 161.92 162.70 0.78 0.5% 161.13
Close 162.37 163.35 0.98 0.6% 163.35
Range 0.80 0.82 0.02 2.5% 2.39
ATR 0.83 0.85 0.02 2.8% 0.00
Volume 948,957 706,484 -242,473 -25.6% 3,756,024
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 165.65 165.32 163.80
R3 164.83 164.50 163.58
R2 164.01 164.01 163.50
R1 163.68 163.68 163.43 163.85
PP 163.19 163.19 163.19 163.27
S1 162.86 162.86 163.27 163.03
S2 162.37 162.37 163.20
S3 161.55 162.04 163.12
S4 160.73 161.22 162.90
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 169.84 168.98 164.66
R3 167.45 166.59 164.01
R2 165.06 165.06 163.79
R1 164.20 164.20 163.57 164.63
PP 162.67 162.67 162.67 162.88
S1 161.81 161.81 163.13 162.24
S2 160.28 160.28 162.91
S3 157.89 159.42 162.69
S4 155.50 157.03 162.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.52 161.13 2.39 1.5% 0.63 0.4% 93% True False 751,204
10 163.52 159.83 3.69 2.3% 0.69 0.4% 95% True False 689,617
20 163.52 157.65 5.87 3.6% 0.75 0.5% 97% True False 658,988
40 163.52 156.42 7.10 4.3% 0.90 0.6% 98% True False 567,289
60 163.52 156.40 7.12 4.4% 0.82 0.5% 98% True False 383,284
80 163.52 156.40 7.12 4.4% 0.77 0.5% 98% True False 287,963
100 163.52 155.11 8.41 5.1% 0.74 0.5% 98% True False 230,497
120 163.52 154.54 8.98 5.5% 0.73 0.4% 98% True False 192,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 167.01
2.618 165.67
1.618 164.85
1.000 164.34
0.618 164.03
HIGH 163.52
0.618 163.21
0.500 163.11
0.382 163.01
LOW 162.70
0.618 162.19
1.000 161.88
1.618 161.37
2.618 160.55
4.250 159.22
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 163.27 163.09
PP 163.19 162.83
S1 163.11 162.57

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

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