Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 156.77 156.61 -0.16 -0.1% 157.44
High 157.07 156.94 -0.13 -0.1% 158.60
Low 156.43 156.21 -0.22 -0.1% 156.96
Close 156.60 156.34 -0.26 -0.2% 157.21
Range 0.64 0.73 0.09 14.1% 1.64
ATR 0.79 0.79 0.00 -0.5% 0.00
Volume 648,156 720,787 72,631 11.2% 3,082,890
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 158.69 158.24 156.74
R3 157.96 157.51 156.54
R2 157.23 157.23 156.47
R1 156.78 156.78 156.41 156.64
PP 156.50 156.50 156.50 156.43
S1 156.05 156.05 156.27 155.91
S2 155.77 155.77 156.21
S3 155.04 155.32 156.14
S4 154.31 154.59 155.94
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 162.51 161.50 158.11
R3 160.87 159.86 157.66
R2 159.23 159.23 157.51
R1 158.22 158.22 157.36 157.91
PP 157.59 157.59 157.59 157.43
S1 156.58 156.58 157.06 156.27
S2 155.95 155.95 156.91
S3 154.31 154.94 156.76
S4 152.67 153.30 156.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.24 156.21 2.03 1.3% 0.83 0.5% 6% False True 640,954
10 158.60 156.21 2.39 1.5% 0.78 0.5% 5% False True 587,660
20 158.60 155.71 2.89 1.8% 0.72 0.5% 22% False False 548,389
40 158.60 153.50 5.10 3.3% 0.76 0.5% 56% False False 570,799
60 158.60 152.75 5.85 3.7% 0.79 0.5% 61% False False 451,625
80 158.60 151.59 7.01 4.5% 0.77 0.5% 68% False False 339,600
100 158.60 149.89 8.71 5.6% 0.82 0.5% 74% False False 271,910
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 160.04
2.618 158.85
1.618 158.12
1.000 157.67
0.618 157.39
HIGH 156.94
0.618 156.66
0.500 156.58
0.382 156.49
LOW 156.21
0.618 155.76
1.000 155.48
1.618 155.03
2.618 154.30
4.250 153.11
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 156.58 156.83
PP 156.50 156.66
S1 156.42 156.50

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

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