Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 164.25 164.05 -0.20 -0.1% 165.69
High 164.30 164.18 -0.12 -0.1% 165.85
Low 163.72 163.31 -0.41 -0.3% 163.72
Close 163.91 163.42 -0.49 -0.3% 163.91
Range 0.58 0.87 0.29 50.0% 2.13
ATR 0.76 0.77 0.01 1.1% 0.00
Volume 584,949 777,242 192,293 32.9% 4,363,349
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 166.25 165.70 163.90
R3 165.38 164.83 163.66
R2 164.51 164.51 163.58
R1 163.96 163.96 163.50 163.80
PP 163.64 163.64 163.64 163.56
S1 163.09 163.09 163.34 162.93
S2 162.77 162.77 163.26
S3 161.90 162.22 163.18
S4 161.03 161.35 162.94
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 170.88 169.53 165.08
R3 168.75 167.40 164.50
R2 166.62 166.62 164.30
R1 165.27 165.27 164.11 164.88
PP 164.49 164.49 164.49 164.30
S1 163.14 163.14 163.71 162.75
S2 162.36 162.36 163.52
S3 160.23 161.01 163.32
S4 158.10 158.88 162.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.68 163.31 2.37 1.5% 0.83 0.5% 5% False True 861,552
10 166.36 163.31 3.05 1.9% 0.73 0.4% 4% False True 768,234
20 166.36 162.56 3.80 2.3% 0.73 0.4% 23% False False 693,148
40 166.36 162.56 3.80 2.3% 0.72 0.4% 23% False False 495,794
60 166.36 162.56 3.80 2.3% 0.66 0.4% 23% False False 331,933
80 166.36 161.11 5.25 3.2% 0.65 0.4% 44% False False 248,987
100 166.36 159.75 6.61 4.0% 0.56 0.3% 56% False False 199,193
120 166.36 159.13 7.23 4.4% 0.51 0.3% 59% False False 165,994
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 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 167.88
2.618 166.46
1.618 165.59
1.000 165.05
0.618 164.72
HIGH 164.18
0.618 163.85
0.500 163.75
0.382 163.64
LOW 163.31
0.618 162.77
1.000 162.44
1.618 161.90
2.618 161.03
4.250 159.61
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 163.75 164.09
PP 163.64 163.87
S1 163.53 163.64

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

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