Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 164.64 164.95 0.31 0.2% 164.11
High 164.98 164.95 -0.03 0.0% 164.98
Low 164.55 164.60 0.05 0.0% 163.84
Close 164.85 164.70 -0.15 -0.1% 164.85
Range 0.43 0.35 -0.08 -18.6% 1.14
ATR 0.57 0.56 -0.02 -2.8% 0.00
Volume 555,897 787,621 231,724 41.7% 3,270,573
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 165.80 165.60 164.89
R3 165.45 165.25 164.80
R2 165.10 165.10 164.76
R1 164.90 164.90 164.73 164.83
PP 164.75 164.75 164.75 164.71
S1 164.55 164.55 164.67 164.48
S2 164.40 164.40 164.64
S3 164.05 164.20 164.60
S4 163.70 163.85 164.51
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 167.98 167.55 165.48
R3 166.84 166.41 165.16
R2 165.70 165.70 165.06
R1 165.27 165.27 164.95 165.49
PP 164.56 164.56 164.56 164.66
S1 164.13 164.13 164.75 164.35
S2 163.42 163.42 164.64
S3 162.28 162.99 164.54
S4 161.14 161.85 164.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.98 163.84 1.14 0.7% 0.48 0.3% 75% False False 605,627
10 164.98 162.36 2.62 1.6% 0.55 0.3% 89% False False 655,464
20 164.98 162.12 2.86 1.7% 0.55 0.3% 90% False False 340,515
40 164.98 160.43 4.55 2.8% 0.55 0.3% 94% False False 174,604
60 164.98 160.43 4.55 2.8% 0.48 0.3% 94% False False 117,399
80 164.98 160.12 4.86 3.0% 0.41 0.2% 94% False False 88,057
100 164.98 157.56 7.42 4.5% 0.33 0.2% 96% False False 70,446
120 164.98 155.15 9.83 6.0% 0.28 0.2% 97% False False 58,705
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 166.44
2.618 165.87
1.618 165.52
1.000 165.30
0.618 165.17
HIGH 164.95
0.618 164.82
0.500 164.78
0.382 164.73
LOW 164.60
0.618 164.38
1.000 164.25
1.618 164.03
2.618 163.68
4.250 163.11
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 164.78 164.71
PP 164.75 164.70
S1 164.73 164.70

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

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