Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 161.95 162.49 0.54 0.3% 161.72
High 162.47 162.81 0.34 0.2% 162.81
Low 161.88 162.33 0.45 0.3% 161.02
Close 162.32 162.44 0.12 0.1% 162.44
Range 0.59 0.48 -0.11 -18.6% 1.79
ATR 0.91 0.88 -0.03 -3.3% 0.00
Volume 463,333 546,618 83,285 18.0% 2,938,467
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 163.97 163.68 162.70
R3 163.49 163.20 162.57
R2 163.01 163.01 162.53
R1 162.72 162.72 162.48 162.63
PP 162.53 162.53 162.53 162.48
S1 162.24 162.24 162.40 162.15
S2 162.05 162.05 162.35
S3 161.57 161.76 162.31
S4 161.09 161.28 162.18
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 167.46 166.74 163.42
R3 165.67 164.95 162.93
R2 163.88 163.88 162.77
R1 163.16 163.16 162.60 163.52
PP 162.09 162.09 162.09 162.27
S1 161.37 161.37 162.28 161.73
S2 160.30 160.30 162.11
S3 158.51 159.58 161.95
S4 156.72 157.79 161.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.81 161.02 1.79 1.1% 0.70 0.4% 79% True False 587,693
10 163.40 160.81 2.59 1.6% 0.90 0.6% 63% False False 668,116
20 164.00 160.81 3.19 2.0% 0.82 0.5% 51% False False 487,769
40 164.00 158.77 5.23 3.2% 0.74 0.5% 70% False False 247,827
60 164.00 155.33 8.67 5.3% 0.63 0.4% 82% False False 165,410
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 164.85
2.618 164.07
1.618 163.59
1.000 163.29
0.618 163.11
HIGH 162.81
0.618 162.63
0.500 162.57
0.382 162.51
LOW 162.33
0.618 162.03
1.000 161.85
1.618 161.55
2.618 161.07
4.250 160.29
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 162.57 162.28
PP 162.53 162.11
S1 162.48 161.95

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

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