Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 164.56 164.38 -0.18 -0.1% 163.78
High 164.64 165.20 0.56 0.3% 166.16
Low 164.02 164.24 0.22 0.1% 163.72
Close 164.19 165.02 0.83 0.5% 164.39
Range 0.62 0.96 0.34 54.8% 2.44
ATR 0.93 0.93 0.01 0.6% 0.00
Volume 674,725 673,649 -1,076 -0.2% 3,988,926
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 167.70 167.32 165.55
R3 166.74 166.36 165.28
R2 165.78 165.78 165.20
R1 165.40 165.40 165.11 165.59
PP 164.82 164.82 164.82 164.92
S1 164.44 164.44 164.93 164.63
S2 163.86 163.86 164.84
S3 162.90 163.48 164.76
S4 161.94 162.52 164.49
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 172.08 170.67 165.73
R3 169.64 168.23 165.06
R2 167.20 167.20 164.84
R1 165.79 165.79 164.61 166.50
PP 164.76 164.76 164.76 165.11
S1 163.35 163.35 164.17 164.06
S2 162.32 162.32 163.94
S3 159.88 160.91 163.72
S4 157.44 158.47 163.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.16 164.02 2.14 1.3% 0.91 0.6% 47% False False 632,023
10 166.16 163.25 2.91 1.8% 0.90 0.5% 61% False False 758,005
20 166.16 160.81 5.35 3.2% 0.82 0.5% 79% False False 740,271
40 166.16 157.51 8.65 5.2% 0.82 0.5% 87% False False 627,554
60 166.16 156.42 9.74 5.9% 0.86 0.5% 88% False False 548,698
80 166.16 156.40 9.76 5.9% 0.82 0.5% 88% False False 412,653
100 166.16 156.40 9.76 5.9% 0.78 0.5% 88% False False 330,223
120 166.16 154.54 11.62 7.0% 0.78 0.5% 90% False False 275,262
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 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 169.28
2.618 167.71
1.618 166.75
1.000 166.16
0.618 165.79
HIGH 165.20
0.618 164.83
0.500 164.72
0.382 164.61
LOW 164.24
0.618 163.65
1.000 163.28
1.618 162.69
2.618 161.73
4.250 160.16
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 164.92 164.88
PP 164.82 164.75
S1 164.72 164.61

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

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