Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 161.92 161.86 -0.06 0.0% 162.20
High 161.93 162.02 0.09 0.1% 163.00
Low 161.65 161.66 0.01 0.0% 162.14
Close 161.66 161.88 0.22 0.1% 162.27
Range 0.28 0.36 0.08 28.6% 0.86
ATR 0.44 0.43 -0.01 -1.3% 0.00
Volume 28 2 -26 -92.9% 93
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 162.93 162.77 162.08
R3 162.57 162.41 161.98
R2 162.21 162.21 161.95
R1 162.05 162.05 161.91 162.13
PP 161.85 161.85 161.85 161.90
S1 161.69 161.69 161.85 161.77
S2 161.49 161.49 161.81
S3 161.13 161.33 161.78
S4 160.77 160.97 161.68
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 165.05 164.52 162.74
R3 164.19 163.66 162.51
R2 163.33 163.33 162.43
R1 162.80 162.80 162.35 163.07
PP 162.47 162.47 162.47 162.60
S1 161.94 161.94 162.19 162.21
S2 161.61 161.61 162.11
S3 160.75 161.08 162.03
S4 159.89 160.22 161.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.97 161.65 1.32 0.8% 0.34 0.2% 17% False False 13
10 163.00 161.65 1.35 0.8% 0.33 0.2% 17% False False 18
20 163.00 159.98 3.02 1.9% 0.26 0.2% 63% False False 15
40 163.00 159.35 3.65 2.3% 0.24 0.1% 69% False False 9
60 163.00 159.13 3.87 2.4% 0.16 0.1% 71% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.55
2.618 162.96
1.618 162.60
1.000 162.38
0.618 162.24
HIGH 162.02
0.618 161.88
0.500 161.84
0.382 161.80
LOW 161.66
0.618 161.44
1.000 161.30
1.618 161.08
2.618 160.72
4.250 160.13
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 161.87 162.14
PP 161.85 162.05
S1 161.84 161.97

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

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