Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 04-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 04-Jul-2016 Change Change % Previous Week
Open 163.75 164.27 0.52 0.3% 163.50
High 164.52 164.44 -0.08 0.0% 164.52
Low 163.75 164.27 0.52 0.3% 163.10
Close 164.33 164.44 0.11 0.1% 164.33
Range 0.77 0.17 -0.60 -77.9% 1.42
ATR 0.71 0.68 -0.04 -5.4% 0.00
Volume 4 29 25 625.0% 138
Daily Pivots for day following 04-Jul-2016
Classic Woodie Camarilla DeMark
R4 164.89 164.84 164.53
R3 164.72 164.67 164.49
R2 164.55 164.55 164.47
R1 164.50 164.50 164.46 164.53
PP 164.38 164.38 164.38 164.40
S1 164.33 164.33 164.42 164.36
S2 164.21 164.21 164.41
S3 164.04 164.16 164.39
S4 163.87 163.99 164.35
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 168.24 167.71 165.11
R3 166.82 166.29 164.72
R2 165.40 165.40 164.59
R1 164.87 164.87 164.46 165.14
PP 163.98 163.98 163.98 164.12
S1 163.45 163.45 164.20 163.72
S2 162.56 162.56 164.07
S3 161.14 162.03 163.94
S4 159.72 160.61 163.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.52 163.10 1.42 0.9% 0.60 0.4% 94% False False 18
10 165.63 161.11 4.52 2.7% 0.71 0.4% 74% False False 22
20 165.63 161.11 4.52 2.7% 0.53 0.3% 74% False False 23
40 165.63 159.75 5.88 3.6% 0.35 0.2% 80% False False 14
60 165.63 159.13 6.50 4.0% 0.27 0.2% 82% False False 9
80 165.63 158.67 6.96 4.2% 0.20 0.1% 83% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 165.16
2.618 164.89
1.618 164.72
1.000 164.61
0.618 164.55
HIGH 164.44
0.618 164.38
0.500 164.36
0.382 164.33
LOW 164.27
0.618 164.16
1.000 164.10
1.618 163.99
2.618 163.82
4.250 163.55
Fisher Pivots for day following 04-Jul-2016
Pivot 1 day 3 day
R1 164.41 164.23
PP 164.38 164.02
S1 164.36 163.81

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

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