Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 162.16 161.30 -0.86 -0.5% 162.47
High 163.40 161.96 -1.44 -0.9% 163.40
Low 160.81 161.03 0.22 0.1% 160.81
Close 161.16 161.65 0.49 0.3% 161.65
Range 2.59 0.93 -1.66 -64.1% 2.59
ATR 0.92 0.92 0.00 0.0% 0.00
Volume 667,399 537,492 -129,907 -19.5% 3,742,694
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 164.34 163.92 162.16
R3 163.41 162.99 161.91
R2 162.48 162.48 161.82
R1 162.06 162.06 161.74 162.27
PP 161.55 161.55 161.55 161.65
S1 161.13 161.13 161.56 161.34
S2 160.62 160.62 161.48
S3 159.69 160.20 161.39
S4 158.76 159.27 161.14
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 169.72 168.28 163.07
R3 167.13 165.69 162.36
R2 164.54 164.54 162.12
R1 163.10 163.10 161.89 162.53
PP 161.95 161.95 161.95 161.67
S1 160.51 160.51 161.41 159.94
S2 159.36 159.36 161.18
S3 156.77 157.92 160.94
S4 154.18 155.33 160.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.40 160.81 2.59 1.6% 1.11 0.7% 32% False False 748,538
10 164.00 160.81 3.19 2.0% 0.99 0.6% 26% False False 662,064
20 164.00 160.81 3.19 2.0% 0.81 0.5% 26% False False 344,720
40 164.00 157.38 6.62 4.1% 0.71 0.4% 65% False False 174,457
60 164.00 154.70 9.30 5.8% 0.60 0.4% 75% False False 116,445
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.91
2.618 164.39
1.618 163.46
1.000 162.89
0.618 162.53
HIGH 161.96
0.618 161.60
0.500 161.50
0.382 161.39
LOW 161.03
0.618 160.46
1.000 160.10
1.618 159.53
2.618 158.60
4.250 157.08
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 161.60 162.11
PP 161.55 161.95
S1 161.50 161.80

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

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