Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 161.98 161.87 -0.11 -0.1% 160.95
High 162.01 162.01 0.00 0.0% 161.72
Low 161.33 160.80 -0.53 -0.3% 160.31
Close 161.50 161.06 -0.44 -0.3% 161.36
Range 0.68 1.21 0.53 77.9% 1.41
ATR 0.88 0.91 0.02 2.7% 0.00
Volume 933,161 1,333,037 399,876 42.9% 3,129,139
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 164.92 164.20 161.73
R3 163.71 162.99 161.39
R2 162.50 162.50 161.28
R1 161.78 161.78 161.17 161.54
PP 161.29 161.29 161.29 161.17
S1 160.57 160.57 160.95 160.33
S2 160.08 160.08 160.84
S3 158.87 159.36 160.73
S4 157.66 158.15 160.39
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
5 162.08 160.31 1.77 1.1% 0.89 0.6% 42% False False 966,128
10 162.08 159.82 2.26 1.4% 0.83 0.5% 55% False False 866,973
20 163.19 159.14 4.05 2.5% 0.89 0.5% 47% False False 862,250
40 165.03 159.14 5.89 3.7% 0.80 0.5% 33% False False 805,567
60 166.36 159.14 7.22 4.5% 0.78 0.5% 27% False False 769,931
80 166.36 159.14 7.22 4.5% 0.74 0.5% 27% False False 609,714
100 166.36 159.14 7.22 4.5% 0.71 0.4% 27% False False 488,516
120 166.36 159.14 7.22 4.5% 0.69 0.4% 27% False False 407,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 167.15
2.618 165.18
1.618 163.97
1.000 163.22
0.618 162.76
HIGH 162.01
0.618 161.55
0.500 161.41
0.382 161.26
LOW 160.80
0.618 160.05
1.000 159.59
1.618 158.84
2.618 157.63
4.250 155.66
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 161.41 161.44
PP 161.29 161.31
S1 161.18 161.19

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

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