Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 161.65 165.63 3.98 2.5% 161.92
High 161.65 165.63 3.98 2.5% 165.63
Low 161.11 163.21 2.10 1.3% 161.11
Close 161.37 163.27 1.90 1.2% 163.27
Range 0.54 2.42 1.88 348.1% 4.52
ATR 0.43 0.70 0.27 64.4% 0.00
Volume 28 16 -12 -42.9% 88
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 171.30 169.70 164.60
R3 168.88 167.28 163.94
R2 166.46 166.46 163.71
R1 164.86 164.86 163.49 164.45
PP 164.04 164.04 164.04 163.83
S1 162.44 162.44 163.05 162.03
S2 161.62 161.62 162.83
S3 159.20 160.02 162.60
S4 156.78 157.60 161.94
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 176.90 174.60 165.76
R3 172.38 170.08 164.51
R2 167.86 167.86 164.10
R1 165.56 165.56 163.68 166.71
PP 163.34 163.34 163.34 163.91
S1 161.04 161.04 162.86 162.19
S2 158.82 158.82 162.44
S3 154.30 156.52 162.03
S4 149.78 152.00 160.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.63 161.11 4.52 2.8% 0.75 0.5% 48% True False 17
10 165.63 161.11 4.52 2.8% 0.57 0.4% 48% True False 18
20 165.63 159.98 5.65 3.5% 0.41 0.3% 58% True False 18
40 165.63 159.36 6.27 3.8% 0.32 0.2% 62% True False 10
60 165.63 159.13 6.50 4.0% 0.21 0.1% 64% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 175.92
2.618 171.97
1.618 169.55
1.000 168.05
0.618 167.13
HIGH 165.63
0.618 164.71
0.500 164.42
0.382 164.13
LOW 163.21
0.618 161.71
1.000 160.79
1.618 159.29
2.618 156.87
4.250 152.93
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 164.42 163.37
PP 164.04 163.34
S1 163.65 163.30

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

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