Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 163.28 163.72 0.44 0.3% 161.18
High 163.76 164.22 0.46 0.3% 163.52
Low 163.16 163.28 0.12 0.1% 161.13
Close 163.46 164.03 0.57 0.3% 163.35
Range 0.60 0.94 0.34 56.7% 2.39
ATR 0.85 0.86 0.01 0.8% 0.00
Volume 867,950 818,102 -49,848 -5.7% 3,756,024
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 166.66 166.29 164.55
R3 165.72 165.35 164.29
R2 164.78 164.78 164.20
R1 164.41 164.41 164.12 164.60
PP 163.84 163.84 163.84 163.94
S1 163.47 163.47 163.94 163.66
S2 162.90 162.90 163.86
S3 161.96 162.53 163.77
S4 161.02 161.59 163.51
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
5 164.22 161.92 2.30 1.4% 0.81 0.5% 92% True False 811,427
10 164.22 160.81 3.41 2.1% 0.73 0.4% 94% True False 722,536
20 164.22 158.70 5.52 3.4% 0.77 0.5% 97% True False 706,118
40 164.22 156.42 7.80 4.8% 0.91 0.6% 98% True False 588,438
60 164.22 156.40 7.82 4.8% 0.82 0.5% 98% True False 423,312
80 164.22 156.40 7.82 4.8% 0.78 0.5% 98% True False 317,984
100 164.22 155.11 9.11 5.6% 0.76 0.5% 98% True False 254,513
120 164.22 154.54 9.68 5.9% 0.75 0.5% 98% True False 212,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 168.22
2.618 166.68
1.618 165.74
1.000 165.16
0.618 164.80
HIGH 164.22
0.618 163.86
0.500 163.75
0.382 163.64
LOW 163.28
0.618 162.70
1.000 162.34
1.618 161.76
2.618 160.82
4.250 159.29
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 163.94 163.87
PP 163.84 163.71
S1 163.75 163.55

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.