Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 156.25 156.33 0.08 0.1% 155.16
High 156.61 157.09 0.48 0.3% 157.09
Low 156.17 156.32 0.15 0.1% 154.81
Close 156.33 156.92 0.59 0.4% 156.92
Range 0.44 0.77 0.33 75.0% 2.28
ATR 0.78 0.78 0.00 -0.1% 0.00
Volume 604,438 604,438 0 0.0% 3,037,726
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 159.09 158.77 157.34
R3 158.32 158.00 157.13
R2 157.55 157.55 157.06
R1 157.23 157.23 156.99 157.39
PP 156.78 156.78 156.78 156.86
S1 156.46 156.46 156.85 156.62
S2 156.01 156.01 156.78
S3 155.24 155.69 156.71
S4 154.47 154.92 156.50
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 163.11 162.30 158.17
R3 160.83 160.02 157.55
R2 158.55 158.55 157.34
R1 157.74 157.74 157.13 158.15
PP 156.27 156.27 156.27 156.48
S1 155.46 155.46 156.71 155.87
S2 153.99 153.99 156.50
S3 151.71 153.18 156.29
S4 149.43 150.90 155.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.09 154.81 2.28 1.5% 0.70 0.4% 93% True False 607,545
10 157.44 154.81 2.63 1.7% 0.78 0.5% 80% False False 659,736
20 158.60 154.81 3.79 2.4% 0.80 0.5% 56% False False 627,812
40 158.60 154.75 3.85 2.5% 0.75 0.5% 56% False False 595,603
60 158.60 152.75 5.85 3.7% 0.81 0.5% 71% False False 528,738
80 158.60 152.75 5.85 3.7% 0.78 0.5% 71% False False 398,575
100 158.60 149.89 8.71 5.6% 0.82 0.5% 81% False False 319,184
120 158.60 148.78 9.82 6.3% 0.85 0.5% 83% False False 266,042
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 160.36
2.618 159.11
1.618 158.34
1.000 157.86
0.618 157.57
HIGH 157.09
0.618 156.80
0.500 156.71
0.382 156.61
LOW 156.32
0.618 155.84
1.000 155.55
1.618 155.07
2.618 154.30
4.250 153.05
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 156.85 156.78
PP 156.78 156.64
S1 156.71 156.51

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

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