Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 10-Nov-2015

Day Change Summary
	Previous	Current
	09-Nov-2015	10-Nov-2015	Change	Change %	Previous Week
Open	156.83	157.26	0.43	0.3%	159.35
High	157.29	157.85	0.56	0.4%	159.36
Low	156.40	157.14	0.74	0.5%	156.68
Close	157.05	157.74	0.69	0.4%	156.83
Range	0.89	0.71	-0.18	-20.2%	2.68
ATR	0.80	0.80	0.00	0.0%	0.00
Volume	16,593	3,891	-12,702	-76.6%	0

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	159.71	159.43	158.13
R3	159.00	158.72	157.94
R2	158.29	158.29	157.87
R1	158.01	158.01	157.81	158.15
PP	157.58	157.58	157.58	157.65
S1	157.30	157.30	157.67	157.44
S2	156.87	156.87	157.61
S3	156.16	156.59	157.54
S4	155.45	155.88	157.35

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	158.71	156.40	2.31	1.5%	0.87	0.5%	58%	False	False	4,096
10	160.62	156.40	4.22	2.7%	0.83	0.5%	32%	False	False	4,192
20	160.62	156.40	4.22	2.7%	0.73	0.5%	32%	False	False	2,866
40	160.62	155.11	5.51	3.5%	0.70	0.4%	48%	False	False	1,651
60	161.71	154.54	7.17	4.5%	0.73	0.5%	45%	False	False	1,224
80	161.71	154.34	7.37	4.7%	0.59	0.4%	46%	False	False	918
100	161.71	150.23	11.48	7.3%	0.55	0.4%	65%	False	False	743

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	0.19
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	160.87
2.618	159.71
1.618	159.00
1.000	158.56
0.618	158.29
HIGH	157.85
0.618	157.58
0.500	157.50
0.382	157.41
LOW	157.14
0.618	156.70
1.000	156.43
1.618	155.99
2.618	155.28
4.250	154.12

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	157.66	157.60
PP	157.58	157.45
S1	157.50	157.31

Download as Excel Spreadsheet

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

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