Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 162.10 162.00 -0.10 -0.1% 162.08
High 162.62 162.37 -0.25 -0.2% 162.78
Low 162.10 161.94 -0.16 -0.1% 161.53
Close 162.50 162.29 -0.21 -0.1% 162.50
Range 0.52 0.43 -0.09 -17.3% 1.25
ATR 0.74 0.73 -0.01 -1.8% 0.00
Volume 455,189 564,042 108,853 23.9% 3,431,173
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 163.49 163.32 162.53
R3 163.06 162.89 162.41
R2 162.63 162.63 162.37
R1 162.46 162.46 162.33 162.55
PP 162.20 162.20 162.20 162.24
S1 162.03 162.03 162.25 162.12
S2 161.77 161.77 162.21
S3 161.34 161.60 162.17
S4 160.91 161.17 162.05
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 166.02 165.51 163.19
R3 164.77 164.26 162.84
R2 163.52 163.52 162.73
R1 163.01 163.01 162.61 163.27
PP 162.27 162.27 162.27 162.40
S1 161.76 161.76 162.39 162.02
S2 161.02 161.02 162.27
S3 159.77 160.51 162.16
S4 158.52 159.26 161.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.78 161.53 1.25 0.8% 0.63 0.4% 61% False False 648,876
10 164.16 161.37 2.79 1.7% 0.75 0.5% 33% False False 772,834
20 164.54 161.37 3.17 2.0% 0.67 0.4% 29% False False 704,770
40 166.36 161.37 4.99 3.1% 0.70 0.4% 18% False False 698,959
60 166.36 161.37 4.99 3.1% 0.70 0.4% 18% False False 565,452
80 166.36 161.37 4.99 3.1% 0.66 0.4% 18% False False 425,142
100 166.36 161.11 5.25 3.2% 0.65 0.4% 22% False False 340,144
120 166.36 159.75 6.61 4.1% 0.58 0.4% 38% False False 283,455
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 164.20
2.618 163.50
1.618 163.07
1.000 162.80
0.618 162.64
HIGH 162.37
0.618 162.21
0.500 162.16
0.382 162.10
LOW 161.94
0.618 161.67
1.000 161.51
1.618 161.24
2.618 160.81
4.250 160.11
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 162.25 162.32
PP 162.20 162.31
S1 162.16 162.30

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

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