Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 163.48 163.44 -0.04 0.0% 162.89
High 163.48 163.61 0.13 0.1% 163.49
Low 163.28 162.90 -0.38 -0.2% 162.77
Close 163.28 163.10 -0.18 -0.1% 163.28
Range 0.20 0.71 0.51 255.0% 0.72
ATR 0.50 0.52 0.01 2.9% 0.00
Volume 3,659 4,323 664 18.1% 18,123
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 165.33 164.93 163.49
R3 164.62 164.22 163.30
R2 163.91 163.91 163.23
R1 163.51 163.51 163.17 163.36
PP 163.20 163.20 163.20 163.13
S1 162.80 162.80 163.03 162.65
S2 162.49 162.49 162.97
S3 161.78 162.09 162.90
S4 161.07 161.38 162.71
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 165.34 165.03 163.68
R3 164.62 164.31 163.48
R2 163.90 163.90 163.41
R1 163.59 163.59 163.35 163.75
PP 163.18 163.18 163.18 163.26
S1 162.87 162.87 163.21 163.03
S2 162.46 162.46 163.15
S3 161.74 162.15 163.08
S4 161.02 161.43 162.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.61 162.82 0.79 0.5% 0.40 0.2% 35% True False 4,062
10 163.61 162.16 1.45 0.9% 0.36 0.2% 65% True False 2,937
20 163.61 160.12 3.49 2.1% 0.34 0.2% 85% True False 1,839
40 163.61 160.12 3.49 2.1% 0.24 0.1% 85% True False 934
60 163.61 156.54 7.07 4.3% 0.16 0.1% 93% True False 622
80 163.61 154.85 8.76 5.4% 0.12 0.1% 94% True False 467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 166.63
2.618 165.47
1.618 164.76
1.000 164.32
0.618 164.05
HIGH 163.61
0.618 163.34
0.500 163.26
0.382 163.17
LOW 162.90
0.618 162.46
1.000 162.19
1.618 161.75
2.618 161.04
4.250 159.88
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 163.26 163.26
PP 163.20 163.20
S1 163.15 163.15

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

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