Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 10-Nov-2016
Day Change Summary
Previous Current
09-Nov-2016 10-Nov-2016 Change Change % Previous Week
Open 162.66 161.22 -1.44 -0.9% 162.08
High 163.19 161.54 -1.65 -1.0% 162.78
Low 160.89 160.08 -0.81 -0.5% 161.53
Close 162.01 160.64 -1.37 -0.8% 162.50
Range 2.30 1.46 -0.84 -36.5% 1.25
ATR 0.84 0.92 0.08 9.2% 0.00
Volume 1,384,678 756,215 -628,463 -45.4% 3,431,173
Daily Pivots for day following 10-Nov-2016
Classic Woodie Camarilla DeMark
R4 165.13 164.35 161.44
R3 163.67 162.89 161.04
R2 162.21 162.21 160.91
R1 161.43 161.43 160.77 161.09
PP 160.75 160.75 160.75 160.59
S1 159.97 159.97 160.51 159.63
S2 159.29 159.29 160.37
S3 157.83 158.51 160.24
S4 156.37 157.05 159.84
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
5 163.19 160.08 3.11 1.9% 1.09 0.7% 18% False True 872,837
10 163.19 160.08 3.11 1.9% 0.90 0.6% 18% False True 800,459
20 164.54 160.08 4.46 2.8% 0.81 0.5% 13% False True 778,310
40 166.36 160.08 6.28 3.9% 0.74 0.5% 9% False True 731,974
60 166.36 160.08 6.28 3.9% 0.74 0.5% 9% False True 620,938
80 166.36 160.08 6.28 3.9% 0.71 0.4% 9% False True 466,763
100 166.36 160.08 6.28 3.9% 0.69 0.4% 9% False True 373,593
120 166.36 159.98 6.38 4.0% 0.62 0.4% 10% False False 311,330
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.75
2.618 165.36
1.618 163.90
1.000 163.00
0.618 162.44
HIGH 161.54
0.618 160.98
0.500 160.81
0.382 160.64
LOW 160.08
0.618 159.18
1.000 158.62
1.618 157.72
2.618 156.26
4.250 153.88
Fisher Pivots for day following 10-Nov-2016
Pivot 1 day 3 day
R1 160.81 161.64
PP 160.75 161.30
S1 160.70 160.97

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

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