Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 156.55 157.37 0.82 0.5% 155.74
High 156.65 157.37 0.72 0.5% 156.38
Low 156.52 157.15 0.63 0.4% 155.39
Close 156.52 157.15 0.63 0.4% 155.41
Range 0.13 0.22 0.09 69.2% 0.99
ATR 0.60 0.62 0.02 3.0% 0.00
Volume 6 1,286 1,280 21,333.3% 187
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 157.88 157.74 157.27
R3 157.66 157.52 157.21
R2 157.44 157.44 157.19
R1 157.30 157.30 157.17 157.26
PP 157.22 157.22 157.22 157.21
S1 157.08 157.08 157.13 157.04
S2 157.00 157.00 157.11
S3 156.78 156.86 157.09
S4 156.56 156.64 157.03
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 158.70 158.04 155.95
R3 157.71 157.05 155.68
R2 156.72 156.72 155.59
R1 156.06 156.06 155.50 155.90
PP 155.73 155.73 155.73 155.64
S1 155.07 155.07 155.32 154.91
S2 154.74 154.74 155.23
S3 153.75 154.08 155.14
S4 152.76 153.09 154.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.37 155.39 1.98 1.3% 0.13 0.1% 89% True False 334
10 157.37 155.33 2.04 1.3% 0.22 0.1% 89% True False 175
20 157.37 154.70 2.67 1.7% 0.22 0.1% 92% True False 136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.00
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 158.31
2.618 157.95
1.618 157.73
1.000 157.59
0.618 157.51
HIGH 157.37
0.618 157.29
0.500 157.26
0.382 157.23
LOW 157.15
0.618 157.01
1.000 156.93
1.618 156.79
2.618 156.57
4.250 156.22
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 157.26 157.04
PP 157.22 156.93
S1 157.19 156.82

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

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