Euro Bund Future March 2016


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 158.05 158.08 0.03 0.0% 159.35
High 158.37 158.22 -0.15 -0.1% 159.36
Low 157.90 156.68 -1.22 -0.8% 156.68
Close 158.03 156.83 -1.20 -0.8% 156.83
Range 0.47 1.54 1.07 227.7% 2.68
ATR 0.74 0.80 0.06 7.8% 0.00
Volume
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 161.86 160.89 157.68
R3 160.32 159.35 157.25
R2 158.78 158.78 157.11
R1 157.81 157.81 156.97 157.53
PP 157.24 157.24 157.24 157.10
S1 156.27 156.27 156.69 155.99
S2 155.70 155.70 156.55
S3 154.16 154.73 156.41
S4 152.62 153.19 155.98
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 165.66 163.93 158.30
R3 162.98 161.25 157.57
R2 160.30 160.30 157.32
R1 158.57 158.57 157.08 158.10
PP 157.62 157.62 157.62 157.39
S1 155.89 155.89 156.58 155.42
S2 154.94 154.94 156.34
S3 152.26 153.21 156.09
S4 149.58 150.53 155.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.36 156.68 2.68 1.7% 0.86 0.5% 6% False True
10 160.62 156.68 3.94 2.5% 0.78 0.5% 4% False True 3,160
20 160.62 156.68 3.94 2.5% 0.69 0.4% 4% False True 1,973
40 160.62 155.11 5.51 3.5% 0.71 0.5% 31% False False 1,285
60 161.71 154.54 7.17 4.6% 0.70 0.4% 32% False False 882
80 161.71 153.69 8.02 5.1% 0.58 0.4% 39% False False 662
100 161.71 150.23 11.48 7.3% 0.54 0.3% 57% False False 538
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 0.15
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 164.77
2.618 162.25
1.618 160.71
1.000 159.76
0.618 159.17
HIGH 158.22
0.618 157.63
0.500 157.45
0.382 157.27
LOW 156.68
0.618 155.73
1.000 155.14
1.618 154.19
2.618 152.65
4.250 150.14
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 157.45 157.70
PP 157.24 157.41
S1 157.04 157.12

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

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