Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 15-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 15-Feb-2016 Change Change % Previous Week
Open 162.20 161.58 -0.62 -0.4% 161.25
High 162.55 162.10 -0.45 -0.3% 163.41
Low 161.60 161.23 -0.37 -0.2% 161.25
Close 161.80 162.07 0.27 0.2% 161.80
Range 0.95 0.87 -0.08 -8.4% 2.16
ATR 0.80 0.81 0.00 0.6% 0.00
Volume 1,510 892 -618 -40.9% 26,759
Daily Pivots for day following 15-Feb-2016
Classic Woodie Camarilla DeMark
R4 164.41 164.11 162.55
R3 163.54 163.24 162.31
R2 162.67 162.67 162.23
R1 162.37 162.37 162.15 162.52
PP 161.80 161.80 161.80 161.88
S1 161.50 161.50 161.99 161.65
S2 160.93 160.93 161.91
S3 160.06 160.63 161.83
S4 159.19 159.76 161.59
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 168.63 167.38 162.99
R3 166.47 165.22 162.39
R2 164.31 164.31 162.20
R1 163.06 163.06 162.00 163.69
PP 162.15 162.15 162.15 162.47
S1 160.90 160.90 161.60 161.53
S2 159.99 159.99 161.40
S3 157.83 158.74 161.21
S4 155.67 156.58 160.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.41 161.23 2.18 1.3% 0.89 0.5% 39% False True 3,675
10 163.41 160.63 2.78 1.7% 0.77 0.5% 52% False False 5,375
20 163.41 157.38 6.03 3.7% 0.63 0.4% 78% False False 4,225
40 163.41 154.70 8.71 5.4% 0.50 0.3% 85% False False 2,329
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 True
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165.80
2.618 164.38
1.618 163.51
1.000 162.97
0.618 162.64
HIGH 162.10
0.618 161.77
0.500 161.67
0.382 161.56
LOW 161.23
0.618 160.69
1.000 160.36
1.618 159.82
2.618 158.95
4.250 157.53
Fisher Pivots for day following 15-Feb-2016
Pivot 1 day 3 day
R1 161.94 162.32
PP 161.80 162.24
S1 161.67 162.15

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

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