Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 161.30 161.72 0.42 0.3% 162.47
High 161.96 162.22 0.26 0.2% 163.40
Low 161.03 161.26 0.23 0.1% 160.81
Close 161.65 161.64 -0.01 0.0% 161.65
Range 0.93 0.96 0.03 3.2% 2.59
ATR 0.92 0.93 0.00 0.3% 0.00
Volume 537,492 581,601 44,109 8.2% 3,742,694
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 164.59 164.07 162.17
R3 163.63 163.11 161.90
R2 162.67 162.67 161.82
R1 162.15 162.15 161.73 161.93
PP 161.71 161.71 161.71 161.60
S1 161.19 161.19 161.55 160.97
S2 160.75 160.75 161.46
S3 159.79 160.23 161.38
S4 158.83 159.27 161.11
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% 1.21 0.7% 32% False False 719,142
10 163.95 160.81 3.14 1.9% 1.01 0.6% 26% False False 698,528
20 164.00 160.81 3.19 2.0% 0.82 0.5% 26% False False 373,755
40 164.00 157.38 6.62 4.1% 0.73 0.4% 64% False False 188,990
60 164.00 154.70 9.30 5.8% 0.61 0.4% 75% False False 126,138
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.30
2.618 164.73
1.618 163.77
1.000 163.18
0.618 162.81
HIGH 162.22
0.618 161.85
0.500 161.74
0.382 161.63
LOW 161.26
0.618 160.67
1.000 160.30
1.618 159.71
2.618 158.75
4.250 157.18
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 161.74 162.11
PP 161.71 161.95
S1 161.67 161.80

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

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