Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 162.45 163.10 0.65 0.4% 163.45
High 163.20 163.10 -0.10 -0.1% 164.00
Low 162.11 162.11 0.00 0.0% 162.11
Close 162.96 162.22 -0.74 -0.5% 162.22
Range 1.09 0.99 -0.10 -9.2% 1.89
ATR 0.77 0.78 0.02 2.1% 0.00
Volume 689,319 859,174 169,855 24.6% 2,877,950
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 165.45 164.82 162.76
R3 164.46 163.83 162.49
R2 163.47 163.47 162.40
R1 162.84 162.84 162.31 162.66
PP 162.48 162.48 162.48 162.39
S1 161.85 161.85 162.13 161.67
S2 161.49 161.49 162.04
S3 160.50 160.86 161.95
S4 159.51 159.87 161.68
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 168.45 167.22 163.26
R3 166.56 165.33 162.74
R2 164.67 164.67 162.57
R1 163.44 163.44 162.39 163.11
PP 162.78 162.78 162.78 162.61
S1 161.55 161.55 162.05 161.22
S2 160.89 160.89 161.87
S3 159.00 159.66 161.70
S4 157.11 157.77 161.18
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% 0.86 0.5% 6% False True 575,590
10 164.00 162.11 1.89 1.2% 0.74 0.5% 6% False True 307,423
20 164.00 161.23 2.77 1.7% 0.78 0.5% 36% False False 158,923
40 164.00 156.28 7.72 4.8% 0.64 0.4% 77% False False 81,041
60 164.00 154.70 9.30 5.7% 0.52 0.3% 81% False False 54,074
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.31
2.618 165.69
1.618 164.70
1.000 164.09
0.618 163.71
HIGH 163.10
0.618 162.72
0.500 162.61
0.382 162.49
LOW 162.11
0.618 161.50
1.000 161.12
1.618 160.51
2.618 159.52
4.250 157.90
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 162.61 162.66
PP 162.48 162.51
S1 162.35 162.37

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

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