Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 157.52 157.44 -0.08 -0.1% 156.80
High 157.79 157.73 -0.06 0.0% 157.79
Low 157.21 157.40 0.19 0.1% 155.71
Close 157.46 157.59 0.13 0.1% 157.46
Range 0.58 0.33 -0.25 -43.1% 2.08
ATR 0.80 0.77 -0.03 -4.2% 0.00
Volume 344,427 556,810 212,383 61.7% 2,875,990
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 158.56 158.41 157.77
R3 158.23 158.08 157.68
R2 157.90 157.90 157.65
R1 157.75 157.75 157.62 157.83
PP 157.57 157.57 157.57 157.61
S1 157.42 157.42 157.56 157.50
S2 157.24 157.24 157.53
S3 156.91 157.09 157.50
S4 156.58 156.76 157.41
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 163.23 162.42 158.60
R3 161.15 160.34 158.03
R2 159.07 159.07 157.84
R1 158.26 158.26 157.65 158.67
PP 156.99 156.99 156.99 157.19
S1 156.18 156.18 157.27 156.59
S2 154.91 154.91 157.08
S3 152.83 154.10 156.89
S4 150.75 152.02 156.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.79 155.71 2.08 1.3% 0.87 0.6% 90% False False 546,077
10 157.79 155.71 2.08 1.3% 0.69 0.4% 90% False False 529,559
20 157.79 155.71 2.08 1.3% 0.72 0.5% 90% False False 550,007
40 157.79 152.75 5.04 3.2% 0.77 0.5% 96% False False 559,731
60 157.79 152.75 5.04 3.2% 0.79 0.5% 96% False False 378,963
80 157.79 149.90 7.89 5.0% 0.80 0.5% 97% False False 284,881
100 157.79 148.78 9.01 5.7% 0.82 0.5% 98% False False 228,013
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 159.13
2.618 158.59
1.618 158.26
1.000 158.06
0.618 157.93
HIGH 157.73
0.618 157.60
0.500 157.57
0.382 157.53
LOW 157.40
0.618 157.20
1.000 157.07
1.618 156.87
2.618 156.54
4.250 156.00
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 157.58 157.43
PP 157.57 157.27
S1 157.57 157.11

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

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