Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 159.06 158.65 -0.41 -0.3% 157.20
High 159.21 158.71 -0.50 -0.3% 159.36
Low 158.51 157.33 -1.18 -0.7% 157.13
Close 158.73 157.49 -1.24 -0.8% 159.18
Range 0.70 1.38 0.68 97.1% 2.23
ATR 0.89 0.93 0.04 4.1% 0.00
Volume 723,023 465,955 -257,068 -35.6% 2,491,854
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 161.98 161.12 158.25
R3 160.60 159.74 157.87
R2 159.22 159.22 157.74
R1 158.36 158.36 157.62 158.10
PP 157.84 157.84 157.84 157.72
S1 156.98 156.98 157.36 156.72
S2 156.46 156.46 157.24
S3 155.08 155.60 157.11
S4 153.70 154.22 156.73
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 165.25 164.44 160.41
R3 163.02 162.21 159.79
R2 160.79 160.79 159.59
R1 159.98 159.98 159.38 160.39
PP 158.56 158.56 158.56 158.76
S1 157.75 157.75 158.98 158.16
S2 156.33 156.33 158.77
S3 154.10 155.52 158.57
S4 151.87 153.29 157.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.36 157.33 2.03 1.3% 0.84 0.5% 8% False True 528,210
10 160.53 156.42 4.11 2.6% 1.20 0.8% 26% False False 608,246
20 160.66 156.42 4.24 2.7% 0.89 0.6% 25% False False 364,070
40 160.66 156.40 4.26 2.7% 0.81 0.5% 26% False False 183,984
60 160.66 156.40 4.26 2.7% 0.74 0.5% 26% False False 122,807
80 161.71 154.54 7.17 4.6% 0.75 0.5% 41% False False 92,220
100 161.71 154.54 7.17 4.6% 0.67 0.4% 41% False False 73,779
120 161.71 151.06 10.65 6.8% 0.63 0.4% 60% False False 61,489
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 164.58
2.618 162.32
1.618 160.94
1.000 160.09
0.618 159.56
HIGH 158.71
0.618 158.18
0.500 158.02
0.382 157.86
LOW 157.33
0.618 156.48
1.000 155.95
1.618 155.10
2.618 153.72
4.250 151.47
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 158.02 158.35
PP 157.84 158.06
S1 157.67 157.78

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

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