Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 165.01 165.43 0.42 0.3% 164.49
High 165.57 165.56 -0.01 0.0% 165.47
Low 164.90 164.75 -0.15 -0.1% 164.02
Close 165.51 165.44 -0.07 0.0% 165.18
Range 0.67 0.81 0.14 20.9% 1.45
ATR 0.89 0.89 -0.01 -0.7% 0.00
Volume 745,193 805,444 60,251 8.1% 2,447,718
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 167.68 167.37 165.89
R3 166.87 166.56 165.66
R2 166.06 166.06 165.59
R1 165.75 165.75 165.51 165.91
PP 165.25 165.25 165.25 165.33
S1 164.94 164.94 165.37 165.10
S2 164.44 164.44 165.29
S3 163.63 164.13 165.22
S4 162.82 163.32 164.99
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 169.24 168.66 165.98
R3 167.79 167.21 165.58
R2 166.34 166.34 165.45
R1 165.76 165.76 165.31 166.05
PP 164.89 164.89 164.89 165.04
S1 164.31 164.31 165.05 164.60
S2 163.44 163.44 164.91
S3 161.99 162.86 164.78
S4 160.54 161.41 164.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.57 164.02 1.55 0.9% 0.74 0.4% 92% False False 668,381
10 166.16 164.02 2.14 1.3% 0.84 0.5% 66% False False 695,831
20 166.16 161.55 4.61 2.8% 0.82 0.5% 84% False False 753,662
40 166.16 157.52 8.64 5.2% 0.81 0.5% 92% False False 651,861
60 166.16 156.42 9.74 5.9% 0.86 0.5% 93% False False 581,092
80 166.16 156.40 9.76 5.9% 0.82 0.5% 93% False False 437,511
100 166.16 156.40 9.76 5.9% 0.78 0.5% 93% False False 350,148
120 166.16 154.54 11.62 7.0% 0.79 0.5% 94% False False 291,875
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 169.00
2.618 167.68
1.618 166.87
1.000 166.37
0.618 166.06
HIGH 165.56
0.618 165.25
0.500 165.16
0.382 165.06
LOW 164.75
0.618 164.25
1.000 163.94
1.618 163.44
2.618 162.63
4.250 161.31
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 165.35 165.35
PP 165.25 165.25
S1 165.16 165.16

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

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