Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 161.22 160.62 -0.60 -0.4% 162.00
High 161.54 160.62 -0.92 -0.6% 163.19
Low 160.08 159.77 -0.31 -0.2% 159.77
Close 160.64 160.27 -0.37 -0.2% 160.27
Range 1.46 0.85 -0.61 -41.8% 3.42
ATR 0.92 0.92 0.00 -0.4% 0.00
Volume 756,215 1,159,444 403,229 53.3% 5,068,444
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 162.77 162.37 160.74
R3 161.92 161.52 160.50
R2 161.07 161.07 160.43
R1 160.67 160.67 160.35 160.45
PP 160.22 160.22 160.22 160.11
S1 159.82 159.82 160.19 159.60
S2 159.37 159.37 160.11
S3 158.52 158.97 160.04
S4 157.67 158.12 159.80
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 171.34 169.22 162.15
R3 167.92 165.80 161.21
R2 164.50 164.50 160.90
R1 162.38 162.38 160.58 161.73
PP 161.08 161.08 161.08 160.75
S1 158.96 158.96 159.96 158.31
S2 157.66 157.66 159.64
S3 154.24 155.54 159.33
S4 150.82 152.12 158.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.19 159.77 3.42 2.1% 1.16 0.7% 15% False True 1,013,688
10 163.19 159.77 3.42 2.1% 0.89 0.6% 15% False True 849,961
20 164.54 159.77 4.77 3.0% 0.83 0.5% 10% False True 802,003
40 166.36 159.77 6.59 4.1% 0.74 0.5% 8% False True 749,220
60 166.36 159.77 6.59 4.1% 0.75 0.5% 8% False True 639,997
80 166.36 159.77 6.59 4.1% 0.71 0.4% 8% False True 481,225
100 166.36 159.77 6.59 4.1% 0.69 0.4% 8% False True 385,187
120 166.36 159.77 6.59 4.1% 0.63 0.4% 8% False True 320,992
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.23
2.618 162.85
1.618 162.00
1.000 161.47
0.618 161.15
HIGH 160.62
0.618 160.30
0.500 160.20
0.382 160.09
LOW 159.77
0.618 159.24
1.000 158.92
1.618 158.39
2.618 157.54
4.250 156.16
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 160.25 161.48
PP 160.22 161.08
S1 160.20 160.67

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

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