Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 162.47 162.60 0.13 0.1% 163.45
High 162.76 163.29 0.53 0.3% 164.00
Low 162.32 162.59 0.27 0.2% 162.11
Close 162.56 163.17 0.61 0.4% 162.22
Range 0.44 0.70 0.26 59.1% 1.89
ATR 0.77 0.76 0.00 -0.3% 0.00
Volume 728,582 638,887 -89,695 -12.3% 2,877,950
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 165.12 164.84 163.56
R3 164.42 164.14 163.36
R2 163.72 163.72 163.30
R1 163.44 163.44 163.23 163.58
PP 163.02 163.02 163.02 163.09
S1 162.74 162.74 163.11 162.88
S2 162.32 162.32 163.04
S3 161.62 162.04 162.98
S4 160.92 161.34 162.79
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
5 163.29 162.11 1.18 0.7% 0.80 0.5% 90% True False 708,627
10 164.00 162.11 1.89 1.2% 0.71 0.4% 56% False False 436,404
20 164.00 161.23 2.77 1.7% 0.72 0.4% 70% False False 226,792
40 164.00 157.05 6.95 4.3% 0.64 0.4% 88% False False 115,128
60 164.00 154.70 9.30 5.7% 0.54 0.3% 91% False False 76,865
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.27
2.618 165.12
1.618 164.42
1.000 163.99
0.618 163.72
HIGH 163.29
0.618 163.02
0.500 162.94
0.382 162.86
LOW 162.59
0.618 162.16
1.000 161.89
1.618 161.46
2.618 160.76
4.250 159.62
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 163.09 163.01
PP 163.02 162.86
S1 162.94 162.70

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

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