Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 157.10 157.17 0.07 0.0% 156.27
High 157.30 157.21 -0.09 -0.1% 157.58
Low 157.10 156.81 -0.29 -0.2% 156.26
Close 157.11 156.81 -0.30 -0.2% 157.11
Range 0.20 0.40 0.20 100.0% 1.32
ATR 0.65 0.63 -0.02 -2.7% 0.00
Volume 16 877 861 5,381.3% 1,545
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 158.14 157.88 157.03
R3 157.74 157.48 156.92
R2 157.34 157.34 156.88
R1 157.08 157.08 156.85 157.01
PP 156.94 156.94 156.94 156.91
S1 156.68 156.68 156.77 156.61
S2 156.54 156.54 156.74
S3 156.14 156.28 156.70
S4 155.74 155.88 156.59
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 160.94 160.35 157.84
R3 159.62 159.03 157.47
R2 158.30 158.30 157.35
R1 157.71 157.71 157.23 158.01
PP 156.98 156.98 156.98 157.13
S1 156.39 156.39 156.99 156.69
S2 155.66 155.66 156.87
S3 154.34 155.07 156.75
S4 153.02 153.75 156.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.58 156.52 1.06 0.7% 0.39 0.2% 27% False False 443
10 157.58 155.33 2.25 1.4% 0.33 0.2% 66% False False 266
20 157.58 154.70 2.88 1.8% 0.29 0.2% 73% False False 182
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 0.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.91
2.618 158.26
1.618 157.86
1.000 157.61
0.618 157.46
HIGH 157.21
0.618 157.06
0.500 157.01
0.382 156.96
LOW 156.81
0.618 156.56
1.000 156.41
1.618 156.16
2.618 155.76
4.250 155.11
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 157.01 157.09
PP 156.94 156.99
S1 156.88 156.90

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

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