Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 161.95 162.05 0.10 0.1% 159.98
High 162.05 162.15 0.10 0.1% 161.43
Low 161.68 161.95 0.27 0.2% 159.98
Close 161.81 162.00 0.19 0.1% 161.43
Range 0.37 0.20 -0.17 -45.9% 1.45
ATR 0.41 0.41 -0.01 -1.3% 0.00
Volume 31 4 -27 -87.1% 25
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 162.63 162.52 162.11
R3 162.43 162.32 162.06
R2 162.23 162.23 162.04
R1 162.12 162.12 162.02 162.08
PP 162.03 162.03 162.03 162.01
S1 161.92 161.92 161.98 161.88
S2 161.83 161.83 161.96
S3 161.63 161.72 161.95
S4 161.43 161.52 161.89
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 165.30 164.81 162.23
R3 163.85 163.36 161.83
R2 162.40 162.40 161.70
R1 161.91 161.91 161.56 162.16
PP 160.95 160.95 160.95 161.07
S1 160.46 160.46 161.30 160.71
S2 159.50 159.50 161.16
S3 158.05 159.01 161.03
S4 156.60 157.56 160.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.15 160.79 1.36 0.8% 0.39 0.2% 89% True False 30
10 162.15 159.98 2.17 1.3% 0.24 0.1% 93% True False 15
20 162.15 159.75 2.40 1.5% 0.13 0.1% 94% True False 7
40 162.27 159.13 3.14 1.9% 0.17 0.1% 91% False False 5
60 162.27 159.00 3.27 2.0% 0.11 0.1% 92% False False 3
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 0.03
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 163.00
2.618 162.67
1.618 162.47
1.000 162.35
0.618 162.27
HIGH 162.15
0.618 162.07
0.500 162.05
0.382 162.03
LOW 161.95
0.618 161.83
1.000 161.75
1.618 161.63
2.618 161.43
4.250 161.10
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 162.05 161.94
PP 162.03 161.87
S1 162.02 161.81

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

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