Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 18-May-2016
Day Change Summary
Previous Current
17-May-2016 18-May-2016 Change Change % Previous Week
Open 162.82 162.89 0.07 0.0% 162.67
High 163.16 162.94 -0.22 -0.1% 163.52
Low 162.52 162.25 -0.27 -0.2% 162.67
Close 163.16 162.61 -0.55 -0.3% 163.21
Range 0.64 0.69 0.05 7.8% 0.85
ATR 0.58 0.60 0.02 4.1% 0.00
Volume 18,535 18,535 0 0.0% 59,203
Daily Pivots for day following 18-May-2016
Classic Woodie Camarilla DeMark
R4 164.67 164.33 162.99
R3 163.98 163.64 162.80
R2 163.29 163.29 162.74
R1 162.95 162.95 162.67 162.78
PP 162.60 162.60 162.60 162.51
S1 162.26 162.26 162.55 162.09
S2 161.91 161.91 162.48
S3 161.22 161.57 162.42
S4 160.53 160.88 162.23
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 165.68 165.30 163.68
R3 164.83 164.45 163.44
R2 163.98 163.98 163.37
R1 163.60 163.60 163.29 163.79
PP 163.13 163.13 163.13 163.23
S1 162.75 162.75 163.13 162.94
S2 162.28 162.28 163.05
S3 161.43 161.90 162.98
S4 160.58 161.05 162.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.52 162.25 1.27 0.8% 0.62 0.4% 28% False True 15,081
10 163.52 161.82 1.70 1.0% 0.57 0.4% 46% False False 12,930
20 163.52 160.43 3.09 1.9% 0.57 0.4% 71% False False 10,407
40 163.61 160.43 3.18 2.0% 0.46 0.3% 69% False False 7,118
60 163.61 160.12 3.49 2.1% 0.39 0.2% 71% False False 4,757
80 163.61 158.17 5.44 3.3% 0.30 0.2% 82% False False 3,568
100 163.61 155.15 8.46 5.2% 0.24 0.1% 88% False False 2,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 165.87
2.618 164.75
1.618 164.06
1.000 163.63
0.618 163.37
HIGH 162.94
0.618 162.68
0.500 162.60
0.382 162.51
LOW 162.25
0.618 161.82
1.000 161.56
1.618 161.13
2.618 160.44
4.250 159.32
Fisher Pivots for day following 18-May-2016
Pivot 1 day 3 day
R1 162.61 162.75
PP 162.60 162.70
S1 162.60 162.66

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

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