Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 01-Dec-2016
Day Change Summary
Previous Current
30-Nov-2016 01-Dec-2016 Change Change % Previous Week
Open 161.87 160.78 -1.09 -0.7% 160.95
High 162.01 160.97 -1.04 -0.6% 161.72
Low 160.80 159.54 -1.26 -0.8% 160.31
Close 161.06 160.26 -0.80 -0.5% 161.36
Range 1.21 1.43 0.22 18.2% 1.41
ATR 0.91 0.95 0.04 4.8% 0.00
Volume 1,333,037 1,084,699 -248,338 -18.6% 3,129,139
Daily Pivots for day following 01-Dec-2016
Classic Woodie Camarilla DeMark
R4 164.55 163.83 161.05
R3 163.12 162.40 160.65
R2 161.69 161.69 160.52
R1 160.97 160.97 160.39 160.62
PP 160.26 160.26 160.26 160.08
S1 159.54 159.54 160.13 159.19
S2 158.83 158.83 160.00
S3 157.40 158.11 159.87
S4 155.97 156.68 159.47
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
5 162.08 159.54 2.54 1.6% 0.90 0.6% 28% False True 931,845
10 162.08 159.54 2.54 1.6% 0.90 0.6% 28% False True 895,724
20 163.19 159.14 4.05 2.5% 0.93 0.6% 28% False False 876,955
40 164.87 159.14 5.73 3.6% 0.81 0.5% 20% False False 806,029
60 166.36 159.14 7.22 4.5% 0.80 0.5% 16% False False 772,830
80 166.36 159.14 7.22 4.5% 0.75 0.5% 16% False False 623,255
100 166.36 159.14 7.22 4.5% 0.72 0.4% 16% False False 499,362
120 166.36 159.14 7.22 4.5% 0.69 0.4% 16% False False 416,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 167.05
2.618 164.71
1.618 163.28
1.000 162.40
0.618 161.85
HIGH 160.97
0.618 160.42
0.500 160.26
0.382 160.09
LOW 159.54
0.618 158.66
1.000 158.11
1.618 157.23
2.618 155.80
4.250 153.46
Fisher Pivots for day following 01-Dec-2016
Pivot 1 day 3 day
R1 160.26 160.78
PP 160.26 160.60
S1 160.26 160.43

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

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