Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 156.70 156.80 0.10 0.1% 156.03
High 157.11 156.92 -0.19 -0.1% 157.12
Low 156.69 156.45 -0.24 -0.2% 155.83
Close 156.91 156.64 -0.27 -0.2% 156.91
Range 0.42 0.47 0.05 11.9% 1.29
ATR 0.76 0.74 -0.02 -2.7% 0.00
Volume 446,535 702,411 255,876 57.3% 2,398,923
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 158.08 157.83 156.90
R3 157.61 157.36 156.77
R2 157.14 157.14 156.73
R1 156.89 156.89 156.68 156.78
PP 156.67 156.67 156.67 156.62
S1 156.42 156.42 156.60 156.31
S2 156.20 156.20 156.55
S3 155.73 155.95 156.51
S4 155.26 155.48 156.38
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 160.49 159.99 157.62
R3 159.20 158.70 157.26
R2 157.91 157.91 157.15
R1 157.41 157.41 157.03 157.66
PP 156.62 156.62 156.62 156.75
S1 156.12 156.12 156.79 156.37
S2 155.33 155.33 156.67
S3 154.04 154.83 156.56
S4 152.75 153.54 156.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.12 156.10 1.02 0.7% 0.52 0.3% 53% False False 513,041
10 157.12 155.74 1.38 0.9% 0.58 0.4% 65% False False 507,798
20 157.67 154.89 2.78 1.8% 0.70 0.4% 63% False False 562,621
40 157.67 152.75 4.92 3.1% 0.81 0.5% 79% False False 496,587
60 157.67 152.75 4.92 3.1% 0.77 0.5% 79% False False 333,842
80 157.67 149.90 7.77 5.0% 0.81 0.5% 87% False False 250,804
100 157.67 148.78 8.89 5.7% 0.85 0.5% 88% False False 200,712
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.92
2.618 158.15
1.618 157.68
1.000 157.39
0.618 157.21
HIGH 156.92
0.618 156.74
0.500 156.69
0.382 156.63
LOW 156.45
0.618 156.16
1.000 155.98
1.618 155.69
2.618 155.22
4.250 154.45
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 156.69 156.79
PP 156.67 156.74
S1 156.66 156.69

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

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