Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 160.02 160.78 0.76 0.5% 158.90
High 160.83 161.05 0.22 0.1% 160.83
Low 160.02 160.40 0.38 0.2% 158.77
Close 160.78 160.40 -0.38 -0.2% 160.78
Range 0.81 0.65 -0.16 -19.8% 2.06
ATR 0.64 0.64 0.00 0.1% 0.00
Volume 605 3,553 2,948 487.3% 23,801
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 162.57 162.13 160.76
R3 161.92 161.48 160.58
R2 161.27 161.27 160.52
R1 160.83 160.83 160.46 160.73
PP 160.62 160.62 160.62 160.56
S1 160.18 160.18 160.34 160.08
S2 159.97 159.97 160.28
S3 159.32 159.53 160.22
S4 158.67 158.88 160.04
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 166.31 165.60 161.91
R3 164.25 163.54 161.35
R2 162.19 162.19 161.16
R1 161.48 161.48 160.97 161.84
PP 160.13 160.13 160.13 160.30
S1 159.42 159.42 160.59 159.78
S2 158.07 158.07 160.40
S3 156.01 157.36 160.21
S4 153.95 155.30 159.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.05 159.03 2.02 1.3% 0.59 0.4% 68% True False 4,302
10 161.05 157.38 3.67 2.3% 0.50 0.3% 82% True False 3,076
20 161.05 156.28 4.77 3.0% 0.48 0.3% 86% True False 1,922
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 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.81
2.618 162.75
1.618 162.10
1.000 161.70
0.618 161.45
HIGH 161.05
0.618 160.80
0.500 160.73
0.382 160.65
LOW 160.40
0.618 160.00
1.000 159.75
1.618 159.35
2.618 158.70
4.250 157.64
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 160.73 160.36
PP 160.62 160.32
S1 160.51 160.28

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

View Archives - Comment on this page... - Back to Index of Symbols