Euro Bund Future March 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 165.11 165.22 0.11 0.1% 166.10
High 165.43 165.95 0.52 0.3% 166.63
Low 164.99 165.22 0.23 0.1% 164.73
Close 165.21 165.93 0.72 0.4% 164.87
Range 0.44 0.73 0.29 65.9% 1.90
ATR 0.84 0.83 -0.01 -0.8% 0.00
Volume 33,907 33,907 0 0.0% 4,958,364
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 167.89 167.64 166.33
R3 167.16 166.91 166.13
R2 166.43 166.43 166.06
R1 166.18 166.18 166.00 166.31
PP 165.70 165.70 165.70 165.76
S1 165.45 165.45 165.86 165.58
S2 164.97 164.97 165.80
S3 164.24 164.72 165.73
S4 163.51 163.99 165.53
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
5 165.95 164.73 1.22 0.7% 0.81 0.5% 98% True False 568,524
10 166.63 164.73 1.90 1.1% 0.73 0.4% 63% False False 687,617
20 166.63 164.02 2.61 1.6% 0.79 0.5% 73% False False 691,724
40 166.63 158.70 7.93 4.8% 0.78 0.5% 91% False False 717,971
60 166.63 156.78 9.85 5.9% 0.81 0.5% 93% False False 627,875
80 166.63 156.42 10.21 6.2% 0.81 0.5% 93% False False 522,899
100 166.63 156.40 10.23 6.2% 0.79 0.5% 93% False False 418,853
120 166.63 155.11 11.52 6.9% 0.78 0.5% 94% False False 349,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.05
2.618 167.86
1.618 167.13
1.000 166.68
0.618 166.40
HIGH 165.95
0.618 165.67
0.500 165.59
0.382 165.50
LOW 165.22
0.618 164.77
1.000 164.49
1.618 164.04
2.618 163.31
4.250 162.12
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 165.82 165.74
PP 165.70 165.55
S1 165.59 165.36

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

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