Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
23-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 161.31 161.09 -0.22 -0.1% 160.95
High 161.72 161.59 -0.13 -0.1% 161.72
Low 160.31 161.03 0.72 0.4% 160.31
Close 160.76 161.36 0.60 0.4% 161.36
Range 1.41 0.56 -0.85 -60.3% 1.41
ATR 0.92 0.91 -0.01 -0.7% 0.00
Volume 1,256,115 609,589 -646,526 -51.5% 3,129,139
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 163.01 162.74 161.67
R3 162.45 162.18 161.51
R2 161.89 161.89 161.46
R1 161.62 161.62 161.41 161.76
PP 161.33 161.33 161.33 161.39
S1 161.06 161.06 161.31 161.20
S2 160.77 160.77 161.26
S3 160.21 160.50 161.21
S4 159.65 159.94 161.05
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 165.36 164.77 162.14
R3 163.95 163.36 161.75
R2 162.54 162.54 161.62
R1 161.95 161.95 161.49 162.25
PP 161.13 161.13 161.13 161.28
S1 160.54 160.54 161.23 160.84
S2 159.72 159.72 161.10
S3 158.31 159.13 160.97
S4 156.90 157.72 160.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.72 159.98 1.74 1.1% 0.89 0.5% 79% False False 803,674
10 161.72 159.14 2.58 1.6% 0.84 0.5% 86% False False 852,839
20 163.19 159.14 4.05 2.5% 0.87 0.5% 55% False False 826,649
40 166.36 159.14 7.22 4.5% 0.80 0.5% 31% False False 786,554
60 166.36 159.14 7.22 4.5% 0.77 0.5% 31% False False 753,947
80 166.36 159.14 7.22 4.5% 0.73 0.5% 31% False False 572,815
100 166.36 159.14 7.22 4.5% 0.70 0.4% 31% False False 458,874
120 166.36 159.14 7.22 4.5% 0.67 0.4% 31% False False 382,399
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 163.97
2.618 163.06
1.618 162.50
1.000 162.15
0.618 161.94
HIGH 161.59
0.618 161.38
0.500 161.31
0.382 161.24
LOW 161.03
0.618 160.68
1.000 160.47
1.618 160.12
2.618 159.56
4.250 158.65
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 161.34 161.25
PP 161.33 161.13
S1 161.31 161.02

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

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