Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 156.44 156.38 -0.06 0.0% 157.43
High 156.62 156.51 -0.11 -0.1% 157.44
Low 156.11 155.03 -1.08 -0.7% 155.03
Close 156.28 155.18 -1.10 -0.7% 155.18
Range 0.51 1.48 0.97 190.2% 2.41
ATR 0.77 0.82 0.05 6.6% 0.00
Volume 881,780 813,551 -68,229 -7.7% 3,559,637
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 160.01 159.08 155.99
R3 158.53 157.60 155.59
R2 157.05 157.05 155.45
R1 156.12 156.12 155.32 155.85
PP 155.57 155.57 155.57 155.44
S1 154.64 154.64 155.04 154.37
S2 154.09 154.09 154.91
S3 152.61 153.16 154.77
S4 151.13 151.68 154.37
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 163.11 161.56 156.51
R3 160.70 159.15 155.84
R2 158.29 158.29 155.62
R1 156.74 156.74 155.40 156.31
PP 155.88 155.88 155.88 155.67
S1 154.33 154.33 154.96 153.90
S2 153.47 153.47 154.74
S3 151.06 151.92 154.52
S4 148.65 149.51 153.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.44 155.03 2.41 1.6% 0.86 0.6% 6% False True 711,927
10 158.60 155.03 3.57 2.3% 0.79 0.5% 4% False True 664,252
20 158.60 155.03 3.57 2.3% 0.76 0.5% 4% False True 595,872
40 158.60 153.50 5.10 3.3% 0.78 0.5% 33% False False 594,231
60 158.60 152.75 5.85 3.8% 0.80 0.5% 42% False False 479,623
80 158.60 152.36 6.24 4.0% 0.77 0.5% 45% False False 360,728
100 158.60 149.89 8.71 5.6% 0.82 0.5% 61% False False 288,827
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 0.18
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 162.80
2.618 160.38
1.618 158.90
1.000 157.99
0.618 157.42
HIGH 156.51
0.618 155.94
0.500 155.77
0.382 155.60
LOW 155.03
0.618 154.12
1.000 153.55
1.618 152.64
2.618 151.16
4.250 148.74
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 155.77 155.99
PP 155.57 155.72
S1 155.38 155.45

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

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