Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 162.91 163.25 0.34 0.2% 161.04
High 163.36 163.37 0.01 0.0% 162.84
Low 162.91 163.02 0.11 0.1% 160.79
Close 163.29 163.21 -0.08 0.0% 162.84
Range 0.45 0.35 -0.10 -22.2% 2.05
ATR 0.59 0.57 -0.02 -2.9% 0.00
Volume 1,794 20,192 18,398 1,025.5% 48,920
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 164.25 164.08 163.40
R3 163.90 163.73 163.31
R2 163.55 163.55 163.27
R1 163.38 163.38 163.24 163.29
PP 163.20 163.20 163.20 163.16
S1 163.03 163.03 163.18 162.94
S2 162.85 162.85 163.15
S3 162.50 162.68 163.11
S4 162.15 162.33 163.02
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
5 163.37 161.82 1.55 0.9% 0.52 0.3% 90% True False 10,779
10 163.37 160.56 2.81 1.7% 0.57 0.3% 94% True False 9,081
20 163.37 160.43 2.94 1.8% 0.50 0.3% 95% True False 7,596
40 163.61 160.12 3.49 2.1% 0.42 0.3% 89% False False 5,235
60 163.61 160.12 3.49 2.1% 0.34 0.2% 89% False False 3,500
80 163.61 156.54 7.07 4.3% 0.26 0.2% 94% False False 2,625
100 163.61 154.85 8.76 5.4% 0.21 0.1% 95% False False 2,100
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 164.86
2.618 164.29
1.618 163.94
1.000 163.72
0.618 163.59
HIGH 163.37
0.618 163.24
0.500 163.20
0.382 163.15
LOW 163.02
0.618 162.80
1.000 162.67
1.618 162.45
2.618 162.10
4.250 161.53
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 163.21 163.15
PP 163.20 163.08
S1 163.20 163.02

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

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