Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 162.31 162.57 0.26 0.2% 164.40
High 162.78 162.70 -0.08 0.0% 164.54
Low 162.18 161.93 -0.25 -0.2% 161.37
Close 162.57 162.10 -0.47 -0.3% 162.08
Range 0.60 0.77 0.17 28.3% 3.17
ATR 0.76 0.76 0.00 0.1% 0.00
Volume 790,605 596,884 -193,721 -24.5% 4,391,601
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 164.55 164.10 162.52
R3 163.78 163.33 162.31
R2 163.01 163.01 162.24
R1 162.56 162.56 162.17 162.40
PP 162.24 162.24 162.24 162.17
S1 161.79 161.79 162.03 161.63
S2 161.47 161.47 161.96
S3 160.70 161.02 161.89
S4 159.93 160.25 161.68
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
5 162.78 161.37 1.41 0.9% 0.70 0.4% 52% False False 728,082
10 164.54 161.37 3.17 2.0% 0.76 0.5% 23% False False 792,328
20 164.54 161.37 3.17 2.0% 0.69 0.4% 23% False False 721,918
40 166.36 161.37 4.99 3.1% 0.72 0.4% 15% False False 713,240
60 166.36 161.37 4.99 3.1% 0.70 0.4% 15% False False 548,605
80 166.36 161.37 4.99 3.1% 0.67 0.4% 15% False False 412,424
100 166.36 161.11 5.25 3.2% 0.65 0.4% 19% False False 329,952
120 166.36 159.75 6.61 4.1% 0.58 0.4% 36% False False 274,962
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
4.250 165.97
2.618 164.72
1.618 163.95
1.000 163.47
0.618 163.18
HIGH 162.70
0.618 162.41
0.500 162.32
0.382 162.22
LOW 161.93
0.618 161.45
1.000 161.16
1.618 160.68
2.618 159.91
4.250 158.66
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 162.32 162.16
PP 162.24 162.14
S1 162.17 162.12

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

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