Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 08-Nov-2016
Day Change Summary
Previous Current
07-Nov-2016 08-Nov-2016 Change Change % Previous Week
Open 162.00 162.24 0.24 0.1% 162.08
High 162.37 162.45 0.08 0.0% 162.78
Low 161.94 161.69 -0.25 -0.2% 161.53
Close 162.29 161.92 -0.37 -0.2% 162.50
Range 0.43 0.76 0.33 76.7% 1.25
ATR 0.73 0.73 0.00 0.3% 0.00
Volume 564,042 1,204,065 640,023 113.5% 3,431,173
Daily Pivots for day following 08-Nov-2016
Classic Woodie Camarilla DeMark
R4 164.30 163.87 162.34
R3 163.54 163.11 162.13
R2 162.78 162.78 162.06
R1 162.35 162.35 161.99 162.19
PP 162.02 162.02 162.02 161.94
S1 161.59 161.59 161.85 161.43
S2 161.26 161.26 161.78
S3 160.50 160.83 161.71
S4 159.74 160.07 161.50
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
5 162.78 161.69 1.09 0.7% 0.62 0.4% 21% False True 722,157
10 164.06 161.37 2.69 1.7% 0.78 0.5% 20% False False 793,679
20 164.54 161.37 3.17 2.0% 0.68 0.4% 17% False False 735,591
40 166.36 161.37 4.99 3.1% 0.69 0.4% 11% False False 711,162
60 166.36 161.37 4.99 3.1% 0.70 0.4% 11% False False 585,363
80 166.36 161.37 4.99 3.1% 0.67 0.4% 11% False False 440,163
100 166.36 161.11 5.25 3.2% 0.66 0.4% 15% False False 352,184
120 166.36 159.84 6.52 4.0% 0.59 0.4% 32% False False 293,489
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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
4.250 165.68
2.618 164.44
1.618 163.68
1.000 163.21
0.618 162.92
HIGH 162.45
0.618 162.16
0.500 162.07
0.382 161.98
LOW 161.69
0.618 161.22
1.000 160.93
1.618 160.46
2.618 159.70
4.250 158.46
Fisher Pivots for day following 08-Nov-2016
Pivot 1 day 3 day
R1 162.07 162.16
PP 162.02 162.08
S1 161.97 162.00

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

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