Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 161.33 161.04 -0.29 -0.2% 161.51
High 161.33 161.25 -0.08 0.0% 161.77
Low 160.56 160.79 0.23 0.1% 160.43
Close 160.80 160.79 -0.01 0.0% 160.80
Range 0.77 0.46 -0.31 -40.3% 1.34
ATR 0.59 0.58 -0.01 -1.5% 0.00
Volume 2,210 6,574 4,364 197.5% 24,534
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 162.32 162.02 161.04
R3 161.86 161.56 160.92
R2 161.40 161.40 160.87
R1 161.10 161.10 160.83 161.02
PP 160.94 160.94 160.94 160.91
S1 160.64 160.64 160.75 160.56
S2 160.48 160.48 160.71
S3 160.02 160.18 160.66
S4 159.56 159.72 160.54
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 165.02 164.25 161.54
R3 163.68 162.91 161.17
R2 162.34 162.34 161.05
R1 161.57 161.57 160.92 161.29
PP 161.00 161.00 161.00 160.86
S1 160.23 160.23 160.68 159.95
S2 159.66 159.66 160.55
S3 158.32 158.89 160.43
S4 156.98 157.55 160.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.71 160.43 1.28 0.8% 0.58 0.4% 28% False False 5,463
10 162.74 160.43 2.31 1.4% 0.52 0.3% 16% False False 6,548
20 163.61 160.43 3.18 2.0% 0.44 0.3% 11% False False 5,783
40 163.61 160.12 3.49 2.2% 0.41 0.3% 19% False False 3,317
60 163.61 160.05 3.56 2.2% 0.28 0.2% 21% False False 2,212
80 163.61 155.69 7.92 4.9% 0.21 0.1% 64% False False 1,659
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 163.21
2.618 162.45
1.618 161.99
1.000 161.71
0.618 161.53
HIGH 161.25
0.618 161.07
0.500 161.02
0.382 160.97
LOW 160.79
0.618 160.51
1.000 160.33
1.618 160.05
2.618 159.59
4.250 158.84
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 161.02 161.14
PP 160.94 161.02
S1 160.87 160.91

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

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