Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 162.22 161.65 -0.57 -0.4% 164.09
High 162.31 162.15 -0.16 -0.1% 164.17
Low 161.46 161.53 0.07 0.0% 162.33
Close 161.63 161.85 0.22 0.1% 162.49
Range 0.85 0.62 -0.23 -27.1% 1.84
ATR 0.75 0.74 -0.01 -1.2% 0.00
Volume 614,207 829,153 214,946 35.0% 3,469,210
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 163.70 163.40 162.19
R3 163.08 162.78 162.02
R2 162.46 162.46 161.96
R1 162.16 162.16 161.91 162.31
PP 161.84 161.84 161.84 161.92
S1 161.54 161.54 161.79 161.69
S2 161.22 161.22 161.74
S3 160.60 160.92 161.68
S4 159.98 160.30 161.51
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 168.52 167.34 163.50
R3 166.68 165.50 163.00
R2 164.84 164.84 162.83
R1 163.66 163.66 162.66 163.33
PP 163.00 163.00 163.00 162.83
S1 161.82 161.82 162.32 161.49
S2 161.16 161.16 162.15
S3 159.32 159.98 161.98
S4 157.48 158.14 161.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.34 161.46 1.88 1.2% 0.74 0.5% 21% False False 690,123
10 164.17 161.46 2.71 1.7% 0.71 0.4% 14% False False 670,613
20 164.60 161.46 3.14 1.9% 0.67 0.4% 12% False False 642,289
40 164.60 160.81 3.79 2.3% 0.76 0.5% 27% False False 632,698
60 164.60 160.63 3.97 2.5% 0.74 0.5% 31% False False 430,858
80 164.60 156.28 8.32 5.1% 0.67 0.4% 67% False False 323,624
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 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.79
2.618 163.77
1.618 163.15
1.000 162.77
0.618 162.53
HIGH 162.15
0.618 161.91
0.500 161.84
0.382 161.77
LOW 161.53
0.618 161.15
1.000 160.91
1.618 160.53
2.618 159.91
4.250 158.90
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 161.85 162.13
PP 161.84 162.04
S1 161.84 161.94

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

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