Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 161.89 162.33 0.44 0.3% 160.78
High 162.10 163.41 1.31 0.8% 161.57
Low 161.66 162.33 0.67 0.4% 160.40
Close 161.89 163.00 1.11 0.7% 161.05
Range 0.44 1.08 0.64 145.5% 1.17
ATR 0.70 0.76 0.06 8.4% 0.00
Volume 11,668 3,495 -8,173 -70.0% 29,656
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 166.15 165.66 163.59
R3 165.07 164.58 163.30
R2 163.99 163.99 163.20
R1 163.50 163.50 163.10 163.75
PP 162.91 162.91 162.91 163.04
S1 162.42 162.42 162.90 162.67
S2 161.83 161.83 162.80
S3 160.75 161.34 162.70
S4 159.67 160.26 162.41
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
5 163.41 160.95 2.46 1.5% 0.86 0.5% 83% True False 6,629
10 163.41 160.02 3.39 2.1% 0.73 0.5% 88% True False 5,551
20 163.41 157.33 6.08 3.7% 0.58 0.4% 93% True False 4,139
40 163.41 154.70 8.71 5.3% 0.48 0.3% 95% True False 2,269
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 168.00
2.618 166.24
1.618 165.16
1.000 164.49
0.618 164.08
HIGH 163.41
0.618 163.00
0.500 162.87
0.382 162.74
LOW 162.33
0.618 161.66
1.000 161.25
1.618 160.58
2.618 159.50
4.250 157.74
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 162.96 162.83
PP 162.91 162.65
S1 162.87 162.48

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

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