Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 163.15 162.45 -0.70 -0.4% 162.41
High 163.18 163.20 0.02 0.0% 163.61
Low 162.41 162.11 -0.30 -0.2% 162.14
Close 162.56 162.96 0.40 0.2% 163.32
Range 0.77 1.09 0.32 41.6% 1.47
ATR 0.74 0.77 0.02 3.4% 0.00
Volume 627,176 689,319 62,143 9.9% 196,285
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 166.03 165.58 163.56
R3 164.94 164.49 163.26
R2 163.85 163.85 163.16
R1 163.40 163.40 163.06 163.63
PP 162.76 162.76 162.76 162.87
S1 162.31 162.31 162.86 162.54
S2 161.67 161.67 162.76
S3 160.58 161.22 162.66
S4 159.49 160.13 162.36
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 167.43 166.85 164.13
R3 165.96 165.38 163.72
R2 164.49 164.49 163.59
R1 163.91 163.91 163.45 164.20
PP 163.02 163.02 163.02 163.17
S1 162.44 162.44 163.19 162.73
S2 161.55 161.55 163.05
S3 160.08 160.97 162.92
S4 158.61 159.50 162.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.00 162.11 1.89 1.2% 0.73 0.4% 45% False True 420,371
10 164.00 162.11 1.89 1.2% 0.70 0.4% 45% False True 224,392
20 164.00 160.95 3.05 1.9% 0.75 0.5% 66% False False 116,359
40 164.00 156.28 7.72 4.7% 0.62 0.4% 87% False False 59,562
60 164.00 154.70 9.30 5.7% 0.51 0.3% 89% False False 39,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 167.83
2.618 166.05
1.618 164.96
1.000 164.29
0.618 163.87
HIGH 163.20
0.618 162.78
0.500 162.66
0.382 162.53
LOW 162.11
0.618 161.44
1.000 161.02
1.618 160.35
2.618 159.26
4.250 157.48
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 162.86 163.03
PP 162.76 163.01
S1 162.66 162.98

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

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