Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 159.60 160.27 0.67 0.4% 158.72
High 160.36 160.62 0.26 0.2% 159.66
Low 159.55 159.94 0.39 0.2% 157.55
Close 160.34 160.34 0.00 0.0% 159.36
Range 0.81 0.68 -0.13 -16.0% 2.11
ATR 0.73 0.73 0.00 -0.5% 0.00
Volume 7,145 0 -7,145 -100.0% 2,809
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 162.34 162.02 160.71
R3 161.66 161.34 160.53
R2 160.98 160.98 160.46
R1 160.66 160.66 160.40 160.82
PP 160.30 160.30 160.30 160.38
S1 159.98 159.98 160.28 160.14
S2 159.62 159.62 160.22
S3 158.94 159.30 160.15
S4 158.26 158.62 159.97
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 165.19 164.38 160.52
R3 163.08 162.27 159.94
R2 160.97 160.97 159.75
R1 160.16 160.16 159.55 160.57
PP 158.86 158.86 158.86 159.06
S1 158.05 158.05 159.17 158.46
S2 156.75 156.75 158.97
S3 154.64 155.94 158.78
S4 152.53 153.83 158.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.62 158.60 2.02 1.3% 0.65 0.4% 86% True False 2,404
10 160.62 157.55 3.07 1.9% 0.65 0.4% 91% True False 1,481
20 160.62 157.55 3.07 1.9% 0.66 0.4% 91% True False 973
40 161.71 155.00 6.71 4.2% 0.75 0.5% 80% False False 781
60 161.71 154.54 7.17 4.5% 0.62 0.4% 81% False False 525
80 161.71 151.90 9.81 6.1% 0.53 0.3% 86% False False 404
100 161.76 141.73 20.03 12.5% 0.68 0.4% 93% False False 323
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.51
2.618 162.40
1.618 161.72
1.000 161.30
0.618 161.04
HIGH 160.62
0.618 160.36
0.500 160.28
0.382 160.20
LOW 159.94
0.618 159.52
1.000 159.26
1.618 158.84
2.618 158.16
4.250 157.05
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 160.32 160.23
PP 160.30 160.12
S1 160.28 160.01

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

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