Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 165.80 165.11 -0.69 -0.4% 165.01
High 165.83 165.85 0.02 0.0% 166.25
Low 165.04 164.73 -0.31 -0.2% 164.75
Close 165.19 165.59 0.40 0.2% 165.95
Range 0.79 1.12 0.33 41.8% 1.50
ATR 0.83 0.85 0.02 2.5% 0.00
Volume 1,225,892 1,087,700 -138,192 -11.3% 3,400,636
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 168.75 168.29 166.21
R3 167.63 167.17 165.90
R2 166.51 166.51 165.80
R1 166.05 166.05 165.69 166.28
PP 165.39 165.39 165.39 165.51
S1 164.93 164.93 165.49 165.16
S2 164.27 164.27 165.38
S3 163.15 163.81 165.28
S4 162.03 162.69 164.97
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 170.15 169.55 166.78
R3 168.65 168.05 166.36
R2 167.15 167.15 166.23
R1 166.55 166.55 166.09 166.85
PP 165.65 165.65 165.65 165.80
S1 165.05 165.05 165.81 165.35
S2 164.15 164.15 165.68
S3 162.65 163.55 165.54
S4 161.15 162.05 165.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.63 164.73 1.90 1.1% 0.75 0.5% 45% False True 1,042,669
10 166.63 164.73 1.90 1.1% 0.73 0.4% 45% False True 834,068
20 166.63 163.25 3.38 2.0% 0.81 0.5% 69% False False 796,036
40 166.63 158.70 7.93 4.8% 0.79 0.5% 87% False False 751,077
60 166.63 156.42 10.21 6.2% 0.88 0.5% 90% False False 657,638
80 166.63 156.40 10.23 6.2% 0.82 0.5% 90% False False 516,493
100 166.63 156.40 10.23 6.2% 0.79 0.5% 90% False False 413,595
120 166.63 155.11 11.52 7.0% 0.77 0.5% 91% False False 344,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 170.61
2.618 168.78
1.618 167.66
1.000 166.97
0.618 166.54
HIGH 165.85
0.618 165.42
0.500 165.29
0.382 165.16
LOW 164.73
0.618 164.04
1.000 163.61
1.618 162.92
2.618 161.80
4.250 159.97
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 165.49 165.66
PP 165.39 165.64
S1 165.29 165.61

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

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