Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 161.85 162.08 0.23 0.1% 164.40
High 162.28 162.32 0.04 0.0% 164.54
Low 161.37 161.95 0.58 0.4% 161.37
Close 162.08 162.17 0.09 0.1% 162.08
Range 0.91 0.37 -0.54 -59.3% 3.17
ATR 0.77 0.74 -0.03 -3.7% 0.00
Volume 664,426 750,831 86,405 13.0% 4,391,601
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 163.26 163.08 162.37
R3 162.89 162.71 162.27
R2 162.52 162.52 162.24
R1 162.34 162.34 162.20 162.43
PP 162.15 162.15 162.15 162.19
S1 161.97 161.97 162.14 162.06
S2 161.78 161.78 162.10
S3 161.41 161.60 162.07
S4 161.04 161.23 161.97
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 172.17 170.30 163.82
R3 169.00 167.13 162.95
R2 165.83 165.83 162.66
R1 163.96 163.96 162.37 163.31
PP 162.66 162.66 162.66 162.34
S1 160.79 160.79 161.79 160.14
S2 159.49 159.49 161.50
S3 156.32 157.62 161.21
S4 153.15 154.45 160.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.16 161.37 2.79 1.7% 0.87 0.5% 29% False False 896,792
10 164.54 161.37 3.17 2.0% 0.73 0.4% 25% False False 769,386
20 165.68 161.37 4.31 2.7% 0.72 0.4% 19% False False 757,939
40 166.36 161.37 4.99 3.1% 0.73 0.4% 16% False False 723,270
60 166.36 161.37 4.99 3.1% 0.69 0.4% 16% False False 511,656
80 166.36 161.37 4.99 3.1% 0.66 0.4% 16% False False 384,613
100 166.36 161.11 5.25 3.2% 0.64 0.4% 20% False False 307,701
120 166.36 159.75 6.61 4.1% 0.56 0.3% 37% False False 256,419
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.19
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 163.89
2.618 163.29
1.618 162.92
1.000 162.69
0.618 162.55
HIGH 162.32
0.618 162.18
0.500 162.14
0.382 162.09
LOW 161.95
0.618 161.72
1.000 161.58
1.618 161.35
2.618 160.98
4.250 160.38
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 162.16 162.28
PP 162.15 162.24
S1 162.14 162.21

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

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