Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 161.28 161.25 -0.03 0.0% 160.78
High 161.41 162.44 1.03 0.6% 161.57
Low 160.95 161.25 0.30 0.2% 160.40
Close 161.05 162.27 1.22 0.8% 161.05
Range 0.46 1.19 0.73 158.7% 1.17
ATR 0.64 0.69 0.05 8.5% 0.00
Volume 7,898 9,273 1,375 17.4% 29,656
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 165.56 165.10 162.92
R3 164.37 163.91 162.60
R2 163.18 163.18 162.49
R1 162.72 162.72 162.38 162.95
PP 161.99 161.99 161.99 162.10
S1 161.53 161.53 162.16 161.76
S2 160.80 160.80 162.05
S3 159.61 160.34 161.94
S4 158.42 159.15 161.62
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 164.52 163.95 161.69
R3 163.35 162.78 161.37
R2 162.18 162.18 161.26
R1 161.61 161.61 161.16 161.90
PP 161.01 161.01 161.01 161.15
S1 160.44 160.44 160.94 160.73
S2 159.84 159.84 160.84
S3 158.67 159.27 160.73
S4 157.50 158.10 160.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.44 160.63 1.81 1.1% 0.65 0.4% 91% True False 7,075
10 162.44 159.03 3.41 2.1% 0.62 0.4% 95% True False 5,688
20 162.44 156.28 6.16 3.8% 0.55 0.3% 97% True False 3,580
40 162.44 154.70 7.74 4.8% 0.42 0.3% 98% True False 1,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 167.50
2.618 165.56
1.618 164.37
1.000 163.63
0.618 163.18
HIGH 162.44
0.618 161.99
0.500 161.85
0.382 161.70
LOW 161.25
0.618 160.51
1.000 160.06
1.618 159.32
2.618 158.13
4.250 156.19
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 162.13 162.07
PP 161.99 161.86
S1 161.85 161.66

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

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