Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 166.10 166.56 0.46 0.3% 165.01
High 166.63 166.59 -0.04 0.0% 166.25
Low 165.94 165.80 -0.14 -0.1% 164.75
Close 166.58 165.99 -0.59 -0.4% 165.95
Range 0.69 0.79 0.10 14.5% 1.50
ATR 0.82 0.82 0.00 -0.3% 0.00
Volume 917,758 1,265,798 348,040 37.9% 3,400,636
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 168.50 168.03 166.42
R3 167.71 167.24 166.21
R2 166.92 166.92 166.13
R1 166.45 166.45 166.06 166.29
PP 166.13 166.13 166.13 166.05
S1 165.66 165.66 165.92 165.50
S2 165.34 165.34 165.85
S3 164.55 164.87 165.77
S4 163.76 164.08 165.56
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
5 166.63 165.51 1.12 0.7% 0.65 0.4% 43% False False 806,711
10 166.63 164.02 2.61 1.6% 0.69 0.4% 75% False False 737,546
20 166.63 163.16 3.47 2.1% 0.80 0.5% 82% False False 764,659
40 166.63 158.33 8.30 5.0% 0.78 0.5% 92% False False 718,391
60 166.63 156.42 10.21 6.2% 0.87 0.5% 94% False False 639,702
80 166.63 156.40 10.23 6.2% 0.81 0.5% 94% False False 487,573
100 166.63 156.40 10.23 6.2% 0.78 0.5% 94% False False 390,459
120 166.63 155.11 11.52 6.9% 0.76 0.5% 94% False False 325,487
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 169.95
2.618 168.66
1.618 167.87
1.000 167.38
0.618 167.08
HIGH 166.59
0.618 166.29
0.500 166.20
0.382 166.10
LOW 165.80
0.618 165.31
1.000 165.01
1.618 164.52
2.618 163.73
4.250 162.44
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 166.20 166.20
PP 166.13 166.13
S1 166.06 166.06

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

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