Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 163.80 163.78 -0.02 0.0% 163.45
High 164.03 165.06 1.03 0.6% 164.22
Low 163.31 163.72 0.41 0.3% 162.88
Close 163.62 164.84 1.22 0.7% 163.62
Range 0.72 1.34 0.62 86.1% 1.34
ATR 0.84 0.88 0.04 5.1% 0.00
Volume 873,856 1,028,963 155,107 17.7% 3,988,008
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 168.56 168.04 165.58
R3 167.22 166.70 165.21
R2 165.88 165.88 165.09
R1 165.36 165.36 164.96 165.62
PP 164.54 164.54 164.54 164.67
S1 164.02 164.02 164.72 164.28
S2 163.20 163.20 164.59
S3 161.86 162.68 164.47
S4 160.52 161.34 164.10
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 167.59 166.95 164.36
R3 166.25 165.61 163.99
R2 164.91 164.91 163.87
R1 164.27 164.27 163.74 164.59
PP 163.57 163.57 163.57 163.74
S1 162.93 162.93 163.50 163.25
S2 162.23 162.23 163.37
S3 160.89 161.59 163.25
S4 159.55 160.25 162.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.06 163.16 1.90 1.2% 0.84 0.5% 88% True False 860,265
10 165.06 161.55 3.51 2.1% 0.79 0.5% 94% True False 811,493
20 165.06 158.70 6.36 3.9% 0.77 0.5% 97% True False 744,217
40 165.06 156.78 8.28 5.0% 0.82 0.5% 97% True False 595,951
60 165.06 156.42 8.64 5.2% 0.82 0.5% 97% True False 466,623
80 165.06 156.40 8.66 5.3% 0.79 0.5% 97% True False 350,635
100 165.06 155.11 9.95 6.0% 0.78 0.5% 98% True False 280,595
120 165.06 154.54 10.52 6.4% 0.77 0.5% 98% True False 233,891
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 0.21
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 170.76
2.618 168.57
1.618 167.23
1.000 166.40
0.618 165.89
HIGH 165.06
0.618 164.55
0.500 164.39
0.382 164.23
LOW 163.72
0.618 162.89
1.000 162.38
1.618 161.55
2.618 160.21
4.250 158.03
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 164.69 164.61
PP 164.54 164.38
S1 164.39 164.16

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

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