Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 165.71 166.10 0.39 0.2% 165.01
High 166.25 166.13 -0.12 -0.1% 166.25
Low 165.59 165.77 0.18 0.1% 164.75
Close 166.13 165.95 -0.18 -0.1% 165.95
Range 0.66 0.36 -0.30 -45.5% 1.50
ATR 0.87 0.83 -0.04 -4.2% 0.00
Volume 527,066 716,200 189,134 35.9% 3,400,636
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 167.03 166.85 166.15
R3 166.67 166.49 166.05
R2 166.31 166.31 166.02
R1 166.13 166.13 165.98 166.04
PP 165.95 165.95 165.95 165.91
S1 165.77 165.77 165.92 165.68
S2 165.59 165.59 165.88
S3 165.23 165.41 165.85
S4 164.87 165.05 165.75
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 170.15 169.55 166.78
R3 168.65 168.05 166.36
R2 167.15 167.15 166.23
R1 166.55 166.55 166.09 166.85
PP 165.65 165.65 165.65 165.80
S1 165.05 165.05 165.81 165.35
S2 164.15 164.15 165.68
S3 162.65 163.55 165.54
S4 161.15 162.05 165.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.25 164.75 1.50 0.9% 0.65 0.4% 80% False False 680,127
10 166.25 164.02 2.23 1.3% 0.71 0.4% 87% False False 628,791
20 166.25 162.70 3.55 2.1% 0.81 0.5% 92% False False 726,588
40 166.25 157.52 8.73 5.3% 0.79 0.5% 97% False False 681,543
60 166.25 156.42 9.83 5.9% 0.86 0.5% 97% False False 610,167
80 166.25 156.40 9.85 5.9% 0.81 0.5% 97% False False 460,547
100 166.25 156.40 9.85 5.9% 0.78 0.5% 97% False False 368,624
120 166.25 155.11 11.14 6.7% 0.80 0.5% 97% False False 307,291
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 167.66
2.618 167.07
1.618 166.71
1.000 166.49
0.618 166.35
HIGH 166.13
0.618 165.99
0.500 165.95
0.382 165.91
LOW 165.77
0.618 165.55
1.000 165.41
1.618 165.19
2.618 164.83
4.250 164.24
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 165.95 165.93
PP 165.95 165.90
S1 165.95 165.88

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

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