Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 156.38 155.16 -1.22 -0.8% 157.43
High 156.51 155.68 -0.83 -0.5% 157.44
Low 155.03 154.81 -0.22 -0.1% 155.03
Close 155.18 155.42 0.24 0.2% 155.18
Range 1.48 0.87 -0.61 -41.2% 2.41
ATR 0.82 0.82 0.00 0.5% 0.00
Volume 813,551 713,423 -100,128 -12.3% 3,559,637
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 157.91 157.54 155.90
R3 157.04 156.67 155.66
R2 156.17 156.17 155.58
R1 155.80 155.80 155.50 155.99
PP 155.30 155.30 155.30 155.40
S1 154.93 154.93 155.34 155.12
S2 154.43 154.43 155.26
S3 153.56 154.06 155.18
S4 152.69 153.19 154.94
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
5 157.07 154.81 2.26 1.5% 0.85 0.5% 27% False True 755,539
10 158.60 154.81 3.79 2.4% 0.85 0.5% 16% False True 679,914
20 158.60 154.81 3.79 2.4% 0.77 0.5% 16% False True 604,736
40 158.60 153.50 5.10 3.3% 0.79 0.5% 38% False False 595,647
60 158.60 152.75 5.85 3.8% 0.81 0.5% 46% False False 491,476
80 158.60 152.67 5.93 3.8% 0.77 0.5% 46% False False 369,636
100 158.60 149.89 8.71 5.6% 0.82 0.5% 63% False False 295,953
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159.38
2.618 157.96
1.618 157.09
1.000 156.55
0.618 156.22
HIGH 155.68
0.618 155.35
0.500 155.25
0.382 155.14
LOW 154.81
0.618 154.27
1.000 153.94
1.618 153.40
2.618 152.53
4.250 151.11
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 155.36 155.72
PP 155.30 155.62
S1 155.25 155.52

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

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