Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 158.42 158.30 -0.12 -0.1% 157.84
High 158.75 158.63 -0.12 -0.1% 158.78
Low 158.24 155.17 -3.07 -1.9% 157.15
Close 158.44 156.11 -2.33 -1.5% 158.59
Range 0.51 3.46 2.95 578.4% 1.63
ATR 0.68 0.88 0.20 29.1% 0.00
Volume 1,161,031 1,267,237 106,206 9.1% 2,258,805
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 167.02 165.02 158.01
R3 163.56 161.56 157.06
R2 160.10 160.10 156.74
R1 158.10 158.10 156.43 157.37
PP 156.64 156.64 156.64 156.27
S1 154.64 154.64 155.79 153.91
S2 153.18 153.18 155.48
S3 149.72 151.18 155.16
S4 146.26 147.72 154.21
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 163.06 162.46 159.49
R3 161.43 160.83 159.04
R2 159.80 159.80 158.89
R1 159.20 159.20 158.74 159.50
PP 158.17 158.17 158.17 158.33
S1 157.57 157.57 158.44 157.87
S2 156.54 156.54 158.29
S3 154.91 155.94 158.14
S4 153.28 154.31 157.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.78 155.17 3.61 2.3% 1.14 0.7% 26% False True 1,025,647
10 158.78 155.17 3.61 2.3% 0.88 0.6% 26% False True 796,842
20 158.78 154.81 3.97 2.5% 0.80 0.5% 33% False False 720,390
40 158.78 154.81 3.97 2.5% 0.76 0.5% 33% False False 634,389
60 158.78 153.50 5.28 3.4% 0.77 0.5% 49% False False 620,662
80 158.78 152.75 6.03 3.9% 0.79 0.5% 56% False False 518,816
100 158.78 151.59 7.19 4.6% 0.77 0.5% 63% False False 415,758
120 158.78 149.89 8.89 5.7% 0.81 0.5% 70% False False 346,656
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 0.19
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 173.34
2.618 167.69
1.618 164.23
1.000 162.09
0.618 160.77
HIGH 158.63
0.618 157.31
0.500 156.90
0.382 156.49
LOW 155.17
0.618 153.03
1.000 151.71
1.618 149.57
2.618 146.11
4.250 140.47
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 156.90 156.96
PP 156.64 156.68
S1 156.37 156.39

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

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