Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 165.11 165.73 0.62 0.4% 166.10
High 165.85 165.75 -0.10 -0.1% 166.63
Low 164.73 164.76 0.03 0.0% 164.73
Close 165.59 164.87 -0.72 -0.4% 164.87
Range 1.12 0.99 -0.13 -11.6% 1.90
ATR 0.85 0.86 0.01 1.2% 0.00
Volume 1,087,700 461,216 -626,484 -57.6% 4,958,364
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 168.10 167.47 165.41
R3 167.11 166.48 165.14
R2 166.12 166.12 165.05
R1 165.49 165.49 164.96 165.31
PP 165.13 165.13 165.13 165.04
S1 164.50 164.50 164.78 164.32
S2 164.14 164.14 164.69
S3 163.15 163.51 164.60
S4 162.16 162.52 164.33
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 171.11 169.89 165.92
R3 169.21 167.99 165.39
R2 167.31 167.31 165.22
R1 166.09 166.09 165.04 165.75
PP 165.41 165.41 165.41 165.24
S1 164.19 164.19 164.70 163.85
S2 163.51 163.51 164.52
S3 161.61 162.29 164.35
S4 159.71 160.39 163.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.63 164.73 1.90 1.2% 0.88 0.5% 7% False False 991,672
10 166.63 164.73 1.90 1.2% 0.76 0.5% 7% False False 835,900
20 166.63 163.31 3.32 2.0% 0.83 0.5% 47% False False 783,475
40 166.63 158.70 7.93 4.8% 0.80 0.5% 78% False False 743,120
60 166.63 156.42 10.21 6.2% 0.83 0.5% 83% False False 649,731
80 166.63 156.40 10.23 6.2% 0.83 0.5% 83% False False 522,258
100 166.63 156.40 10.23 6.2% 0.79 0.5% 83% False False 418,201
120 166.63 155.11 11.52 7.0% 0.78 0.5% 85% False False 348,611
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.96
2.618 168.34
1.618 167.35
1.000 166.74
0.618 166.36
HIGH 165.75
0.618 165.37
0.500 165.26
0.382 165.14
LOW 164.76
0.618 164.15
1.000 163.77
1.618 163.16
2.618 162.17
4.250 160.55
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 165.26 165.29
PP 165.13 165.15
S1 165.00 165.01

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

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