Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 162.74 162.67 -0.07 0.0% 161.04
High 162.84 163.14 0.30 0.2% 162.84
Low 162.48 162.67 0.19 0.1% 160.79
Close 162.84 163.07 0.23 0.1% 162.84
Range 0.36 0.47 0.11 30.6% 2.05
ATR 0.61 0.60 -0.01 -1.6% 0.00
Volume 9,801 12,967 3,166 32.3% 48,920
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 164.37 164.19 163.33
R3 163.90 163.72 163.20
R2 163.43 163.43 163.16
R1 163.25 163.25 163.11 163.34
PP 162.96 162.96 162.96 163.01
S1 162.78 162.78 163.03 162.87
S2 162.49 162.49 162.98
S3 162.02 162.31 162.94
S4 161.55 161.84 162.81
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 168.31 167.62 163.97
R3 166.26 165.57 163.40
R2 164.21 164.21 163.22
R1 163.52 163.52 163.03 163.87
PP 162.16 162.16 162.16 162.33
S1 161.47 161.47 162.65 161.82
S2 160.11 160.11 162.46
S3 158.06 159.42 162.28
S4 156.01 157.37 161.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.14 160.97 2.17 1.3% 0.63 0.4% 97% True False 11,062
10 163.14 160.43 2.71 1.7% 0.61 0.4% 97% True False 8,263
20 163.14 160.43 2.71 1.7% 0.50 0.3% 97% True False 7,534
40 163.61 160.12 3.49 2.1% 0.42 0.3% 85% False False 4,686
60 163.61 160.12 3.49 2.1% 0.33 0.2% 85% False False 3,134
80 163.61 156.54 7.07 4.3% 0.25 0.2% 92% False False 2,350
100 163.61 154.85 8.76 5.4% 0.20 0.1% 94% False False 1,880
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 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.14
2.618 164.37
1.618 163.90
1.000 163.61
0.618 163.43
HIGH 163.14
0.618 162.96
0.500 162.91
0.382 162.85
LOW 162.67
0.618 162.38
1.000 162.20
1.618 161.91
2.618 161.44
4.250 160.67
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 163.02 162.87
PP 162.96 162.68
S1 162.91 162.48

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

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