Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 161.45 161.18 -0.27 -0.2% 160.16
High 161.61 161.55 -0.06 0.0% 161.94
Low 161.02 161.13 0.11 0.1% 159.87
Close 161.31 161.42 0.11 0.1% 161.31
Range 0.59 0.42 -0.17 -28.8% 2.07
ATR 0.89 0.86 -0.03 -3.8% 0.00
Volume 438,486 658,061 219,575 50.1% 2,801,699
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 162.63 162.44 161.65
R3 162.21 162.02 161.54
R2 161.79 161.79 161.50
R1 161.60 161.60 161.46 161.70
PP 161.37 161.37 161.37 161.41
S1 161.18 161.18 161.38 161.28
S2 160.95 160.95 161.34
S3 160.53 160.76 161.30
S4 160.11 160.34 161.19
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 167.25 166.35 162.45
R3 165.18 164.28 161.88
R2 163.11 163.11 161.69
R1 162.21 162.21 161.50 162.66
PP 161.04 161.04 161.04 161.27
S1 160.14 160.14 161.12 160.59
S2 158.97 158.97 160.93
S3 156.90 158.07 160.74
S4 154.83 156.00 160.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.94 159.87 2.07 1.3% 0.69 0.4% 75% False False 691,952
10 161.94 158.70 3.24 2.0% 0.76 0.5% 84% False False 676,942
20 161.94 157.52 4.42 2.7% 0.81 0.5% 88% False False 550,060
40 161.94 156.42 5.52 3.4% 0.88 0.5% 91% False False 494,807
60 161.94 156.40 5.54 3.4% 0.83 0.5% 91% False False 332,127
80 161.94 156.40 5.54 3.4% 0.78 0.5% 91% False False 249,269
100 161.94 154.54 7.40 4.6% 0.78 0.5% 93% False False 199,517
120 161.94 154.54 7.40 4.6% 0.71 0.4% 93% False False 166,267
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 163.34
2.618 162.65
1.618 162.23
1.000 161.97
0.618 161.81
HIGH 161.55
0.618 161.39
0.500 161.34
0.382 161.29
LOW 161.13
0.618 160.87
1.000 160.71
1.618 160.45
2.618 160.03
4.250 159.35
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 161.39 161.41
PP 161.37 161.39
S1 161.34 161.38

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

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