Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 163.14 163.09 -0.05 0.0% 162.63
High 163.39 163.59 0.20 0.1% 163.35
Low 163.04 162.85 -0.19 -0.1% 162.13
Close 163.12 163.49 0.37 0.2% 162.98
Range 0.35 0.74 0.39 111.4% 1.22
ATR 0.59 0.60 0.01 1.9% 0.00
Volume 548,309 752,999 204,690 37.3% 163,004
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 165.53 165.25 163.90
R3 164.79 164.51 163.69
R2 164.05 164.05 163.63
R1 163.77 163.77 163.56 163.91
PP 163.31 163.31 163.31 163.38
S1 163.03 163.03 163.42 163.17
S2 162.57 162.57 163.35
S3 161.83 162.29 163.29
S4 161.09 161.55 163.08
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 166.48 165.95 163.65
R3 165.26 164.73 163.32
R2 164.04 164.04 163.20
R1 163.51 163.51 163.09 163.78
PP 162.82 162.82 162.82 162.95
S1 162.29 162.29 162.87 162.56
S2 161.60 161.60 162.76
S3 160.38 161.07 162.64
S4 159.16 159.85 162.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.59 162.36 1.23 0.8% 0.60 0.4% 92% True False 332,915
10 163.59 162.12 1.47 0.9% 0.57 0.3% 93% True False 180,849
20 163.59 161.82 1.77 1.1% 0.57 0.3% 94% True False 96,889
40 163.61 160.43 3.18 1.9% 0.52 0.3% 96% False False 51,715
60 163.61 160.12 3.49 2.1% 0.48 0.3% 97% False False 34,898
80 163.61 160.12 3.49 2.1% 0.37 0.2% 97% False False 26,174
100 163.61 155.76 7.85 4.8% 0.29 0.2% 98% False False 20,939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.74
2.618 165.53
1.618 164.79
1.000 164.33
0.618 164.05
HIGH 163.59
0.618 163.31
0.500 163.22
0.382 163.13
LOW 162.85
0.618 162.39
1.000 162.11
1.618 161.65
2.618 160.91
4.250 159.71
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 163.40 163.32
PP 163.31 163.15
S1 163.22 162.98

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

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