Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 165.13 164.71 -0.42 -0.3% 163.45
High 165.23 164.78 -0.45 -0.3% 164.22
Low 164.10 164.14 0.04 0.0% 162.88
Close 164.63 164.48 -0.15 -0.1% 163.62
Range 1.13 0.64 -0.49 -43.4% 1.34
ATR 0.90 0.88 -0.02 -2.1% 0.00
Volume 724,607 1,080,060 355,453 49.1% 3,988,008
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 166.39 166.07 164.83
R3 165.75 165.43 164.66
R2 165.11 165.11 164.60
R1 164.79 164.79 164.54 164.63
PP 164.47 164.47 164.47 164.39
S1 164.15 164.15 164.42 163.99
S2 163.83 163.83 164.36
S3 163.19 163.51 164.30
S4 162.55 162.87 164.13
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
5 165.23 163.25 1.98 1.2% 0.89 0.5% 62% False False 883,988
10 165.23 161.92 3.31 2.0% 0.85 0.5% 77% False False 847,707
20 165.23 159.12 6.11 3.7% 0.78 0.5% 88% False False 761,908
40 165.23 156.78 8.45 5.1% 0.82 0.5% 91% False False 617,360
60 165.23 156.42 8.81 5.4% 0.83 0.5% 91% False False 496,545
80 165.23 156.40 8.83 5.4% 0.80 0.5% 92% False False 373,186
100 165.23 155.15 10.08 6.1% 0.77 0.5% 93% False False 298,642
120 165.23 154.54 10.69 6.5% 0.78 0.5% 93% False False 248,930
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 167.50
2.618 166.46
1.618 165.82
1.000 165.42
0.618 165.18
HIGH 164.78
0.618 164.54
0.500 164.46
0.382 164.38
LOW 164.14
0.618 163.74
1.000 163.50
1.618 163.10
2.618 162.46
4.250 161.42
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 164.47 164.48
PP 164.47 164.48
S1 164.46 164.48

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

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