Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 25-Feb-2016
Day Change Summary
Previous Current
24-Feb-2016 25-Feb-2016 Change Change % Previous Week
Open 165.58 165.71 0.13 0.1% 164.49
High 166.25 166.25 0.00 0.0% 165.47
Low 165.51 165.59 0.08 0.0% 164.02
Close 165.97 166.13 0.16 0.1% 165.18
Range 0.74 0.66 -0.08 -10.8% 1.45
ATR 0.88 0.87 -0.02 -1.8% 0.00
Volume 606,733 527,066 -79,667 -13.1% 2,447,718
Daily Pivots for day following 25-Feb-2016
Classic Woodie Camarilla DeMark
R4 167.97 167.71 166.49
R3 167.31 167.05 166.31
R2 166.65 166.65 166.25
R1 166.39 166.39 166.19 166.52
PP 165.99 165.99 165.99 166.06
S1 165.73 165.73 166.07 165.86
S2 165.33 165.33 166.01
S3 164.67 165.07 165.95
S4 164.01 164.41 165.77
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
5 166.25 164.75 1.50 0.9% 0.70 0.4% 92% True False 625,466
10 166.25 164.02 2.23 1.3% 0.81 0.5% 95% True False 628,745
20 166.25 161.92 4.33 2.6% 0.83 0.5% 97% True False 738,226
40 166.25 157.52 8.73 5.3% 0.81 0.5% 99% True False 670,524
60 166.25 156.42 9.83 5.9% 0.86 0.5% 99% True False 599,073
80 166.25 156.40 9.85 5.9% 0.82 0.5% 99% True False 451,594
100 166.25 156.40 9.85 5.9% 0.79 0.5% 99% True False 361,470
120 166.25 155.00 11.25 6.8% 0.80 0.5% 99% True False 301,323
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 169.06
2.618 167.98
1.618 167.32
1.000 166.91
0.618 166.66
HIGH 166.25
0.618 166.00
0.500 165.92
0.382 165.84
LOW 165.59
0.618 165.18
1.000 164.93
1.618 164.52
2.618 163.86
4.250 162.79
Fisher Pivots for day following 25-Feb-2016
Pivot 1 day 3 day
R1 166.06 165.92
PP 165.99 165.71
S1 165.92 165.50

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

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