Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 12-Oct-2016
Day Change Summary
Previous Current
11-Oct-2016 12-Oct-2016 Change Change % Previous Week
Open 163.52 163.58 0.06 0.0% 165.69
High 163.92 163.82 -0.10 -0.1% 165.85
Low 163.40 163.15 -0.25 -0.2% 163.72
Close 163.72 163.30 -0.42 -0.3% 163.91
Range 0.52 0.67 0.15 28.8% 2.13
ATR 0.75 0.74 -0.01 -0.7% 0.00
Volume 587,640 667,366 79,726 13.6% 4,363,349
Daily Pivots for day following 12-Oct-2016
Classic Woodie Camarilla DeMark
R4 165.43 165.04 163.67
R3 164.76 164.37 163.48
R2 164.09 164.09 163.42
R1 163.70 163.70 163.36 163.56
PP 163.42 163.42 163.42 163.36
S1 163.03 163.03 163.24 162.89
S2 162.75 162.75 163.18
S3 162.08 162.36 163.12
S4 161.41 161.69 162.93
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
5 164.87 163.15 1.72 1.1% 0.69 0.4% 9% False True 695,559
10 166.36 163.15 3.21 2.0% 0.72 0.4% 5% False True 764,735
20 166.36 163.04 3.32 2.0% 0.68 0.4% 8% False False 685,128
40 166.36 162.56 3.80 2.3% 0.71 0.4% 19% False False 526,883
60 166.36 162.56 3.80 2.3% 0.67 0.4% 19% False False 352,613
80 166.36 161.11 5.25 3.2% 0.66 0.4% 42% False False 264,675
100 166.36 159.98 6.38 3.9% 0.58 0.4% 52% False False 211,743
120 166.36 159.35 7.01 4.3% 0.52 0.3% 56% False False 176,453
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.67
2.618 165.57
1.618 164.90
1.000 164.49
0.618 164.23
HIGH 163.82
0.618 163.56
0.500 163.49
0.382 163.41
LOW 163.15
0.618 162.74
1.000 162.48
1.618 162.07
2.618 161.40
4.250 160.30
Fisher Pivots for day following 12-Oct-2016
Pivot 1 day 3 day
R1 163.49 163.67
PP 163.42 163.54
S1 163.36 163.42

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

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