Euro Bund Future March 2017


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 163.61 162.42 -1.19 -0.7% 162.60
High 163.71 162.54 -1.17 -0.7% 163.52
Low 162.41 160.92 -1.49 -0.9% 162.07
Close 162.68 161.73 -0.95 -0.6% 163.11
Range 1.30 1.62 0.32 24.6% 1.45
ATR 0.92 0.98 0.06 6.6% 0.00
Volume 322,983 373,123 50,140 15.5% 379,506
Daily Pivots for day following 01-Dec-2016
Classic Woodie Camarilla DeMark
R4 166.59 165.78 162.62
R3 164.97 164.16 162.18
R2 163.35 163.35 162.03
R1 162.54 162.54 161.88 162.14
PP 161.73 161.73 161.73 161.53
S1 160.92 160.92 161.58 160.52
S2 160.11 160.11 161.43
S3 158.49 159.30 161.28
S4 156.87 157.68 160.84
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 167.25 166.63 163.91
R3 165.80 165.18 163.51
R2 164.35 164.35 163.38
R1 163.73 163.73 163.24 164.04
PP 162.90 162.90 162.90 163.06
S1 162.28 162.28 162.98 162.59
S2 161.45 161.45 162.84
S3 160.00 160.83 162.71
S4 158.55 159.38 162.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.87 160.92 2.95 1.8% 0.96 0.6% 27% False True 209,783
10 163.87 160.92 2.95 1.8% 0.93 0.6% 27% False True 138,602
20 165.26 160.72 4.54 2.8% 0.96 0.6% 22% False False 80,307
40 166.84 160.72 6.12 3.8% 0.81 0.5% 17% False False 46,211
60 168.93 160.72 8.21 5.1% 0.77 0.5% 12% False False 32,052
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 0.14
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 169.43
2.618 166.78
1.618 165.16
1.000 164.16
0.618 163.54
HIGH 162.54
0.618 161.92
0.500 161.73
0.382 161.54
LOW 160.92
0.618 159.92
1.000 159.30
1.618 158.30
2.618 156.68
4.250 154.04
Fisher Pivots for day following 01-Dec-2016
Pivot 1 day 3 day
R1 161.73 162.35
PP 161.73 162.14
S1 161.73 161.94

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

View Archives - Comment on this page... - Back to Index of Symbols