Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 164.71 164.88 0.17 0.1% 163.45
High 164.78 166.16 1.38 0.8% 164.22
Low 164.14 164.86 0.72 0.4% 162.88
Close 164.48 165.59 1.11 0.7% 163.62
Range 0.64 1.30 0.66 103.1% 1.34
ATR 0.88 0.94 0.06 6.4% 0.00
Volume 1,080,060 715,734 -364,326 -33.7% 3,988,008
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 169.44 168.81 166.31
R3 168.14 167.51 165.95
R2 166.84 166.84 165.83
R1 166.21 166.21 165.71 166.53
PP 165.54 165.54 165.54 165.69
S1 164.91 164.91 165.47 165.23
S2 164.24 164.24 165.35
S3 162.94 163.61 165.23
S4 161.64 162.31 164.88
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 167.59 166.95 164.36
R3 166.25 165.61 163.99
R2 164.91 164.91 163.87
R1 164.27 164.27 163.74 164.59
PP 163.57 163.57 163.57 163.74
S1 162.93 162.93 163.50 163.25
S2 162.23 162.23 163.37
S3 160.89 161.59 163.25
S4 159.55 160.25 162.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.16 163.31 2.85 1.7% 1.03 0.6% 80% True False 884,644
10 166.16 162.70 3.46 2.1% 0.90 0.5% 84% True False 824,385
20 166.16 159.53 6.63 4.0% 0.79 0.5% 91% True False 759,472
40 166.16 156.78 9.38 5.7% 0.84 0.5% 94% True False 623,703
60 166.16 156.42 9.74 5.9% 0.84 0.5% 94% True False 508,474
80 166.16 156.40 9.76 5.9% 0.82 0.5% 94% True False 382,133
100 166.16 156.40 9.76 5.9% 0.78 0.5% 94% True False 305,799
120 166.16 154.54 11.62 7.0% 0.78 0.5% 95% True False 254,894
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 171.69
2.618 169.56
1.618 168.26
1.000 167.46
0.618 166.96
HIGH 166.16
0.618 165.66
0.500 165.51
0.382 165.36
LOW 164.86
0.618 164.06
1.000 163.56
1.618 162.76
2.618 161.46
4.250 159.34
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 165.56 165.44
PP 165.54 165.28
S1 165.51 165.13

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

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