Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 155.76 156.64 0.88 0.6% 156.03
High 156.69 157.72 1.03 0.7% 157.12
Low 155.72 156.42 0.70 0.4% 155.83
Close 156.59 157.47 0.88 0.6% 156.91
Range 0.97 1.30 0.33 34.0% 1.29
ATR 0.78 0.82 0.04 4.7% 0.00
Volume 676,806 584,986 -91,820 -13.6% 2,398,923
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 161.10 160.59 158.19
R3 159.80 159.29 157.83
R2 158.50 158.50 157.71
R1 157.99 157.99 157.59 158.25
PP 157.20 157.20 157.20 157.33
S1 156.69 156.69 157.35 156.95
S2 155.90 155.90 157.23
S3 154.60 155.39 157.11
S4 153.30 154.09 156.76
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
5 157.72 155.71 2.01 1.3% 0.87 0.5% 88% True False 595,619
10 157.72 155.71 2.01 1.3% 0.72 0.5% 88% True False 520,281
20 157.72 155.13 2.59 1.6% 0.75 0.5% 90% True False 563,387
40 157.72 152.75 4.97 3.2% 0.78 0.5% 95% True False 539,352
60 157.72 152.75 4.97 3.2% 0.81 0.5% 95% True False 364,141
80 157.72 149.90 7.82 5.0% 0.81 0.5% 97% True False 273,641
100 157.72 148.78 8.94 5.7% 0.84 0.5% 97% True False 219,002
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 0.13
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 163.25
2.618 161.12
1.618 159.82
1.000 159.02
0.618 158.52
HIGH 157.72
0.618 157.22
0.500 157.07
0.382 156.92
LOW 156.42
0.618 155.62
1.000 155.12
1.618 154.32
2.618 153.02
4.250 150.90
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 157.34 157.22
PP 157.20 156.97
S1 157.07 156.72

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

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