Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 156.42 157.05 0.63 0.4% 156.27
High 157.03 157.52 0.49 0.3% 157.58
Low 156.28 157.05 0.77 0.5% 156.26
Close 156.87 157.23 0.36 0.2% 157.11
Range 0.75 0.47 -0.28 -37.3% 1.32
ATR 0.64 0.64 0.00 0.2% 0.00
Volume 3,113 977 -2,136 -68.6% 1,545
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 158.68 158.42 157.49
R3 158.21 157.95 157.36
R2 157.74 157.74 157.32
R1 157.48 157.48 157.27 157.61
PP 157.27 157.27 157.27 157.33
S1 157.01 157.01 157.19 157.14
S2 156.80 156.80 157.14
S3 156.33 156.54 157.10
S4 155.86 156.07 156.97
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
5 157.58 156.28 1.30 0.8% 0.56 0.4% 73% False False 1,002
10 157.58 155.39 2.19 1.4% 0.35 0.2% 84% False False 668
20 157.58 154.70 2.88 1.8% 0.35 0.2% 88% False False 386
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159.52
2.618 158.75
1.618 158.28
1.000 157.99
0.618 157.81
HIGH 157.52
0.618 157.34
0.500 157.29
0.382 157.23
LOW 157.05
0.618 156.76
1.000 156.58
1.618 156.29
2.618 155.82
4.250 155.05
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 157.29 157.12
PP 157.27 157.01
S1 157.25 156.90

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

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