Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 162.49 162.60 0.11 0.1% 161.72
High 162.81 163.00 0.19 0.1% 162.81
Low 162.33 162.19 -0.14 -0.1% 161.02
Close 162.44 162.42 -0.02 0.0% 162.44
Range 0.48 0.81 0.33 68.8% 1.79
ATR 0.88 0.87 0.00 -0.5% 0.00
Volume 546,618 594,136 47,518 8.7% 2,938,467
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 164.97 164.50 162.87
R3 164.16 163.69 162.64
R2 163.35 163.35 162.57
R1 162.88 162.88 162.49 162.71
PP 162.54 162.54 162.54 162.45
S1 162.07 162.07 162.35 161.90
S2 161.73 161.73 162.27
S3 160.92 161.26 162.20
S4 160.11 160.45 161.97
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
5 163.00 161.02 1.98 1.2% 0.67 0.4% 71% True False 590,200
10 163.40 160.81 2.59 1.6% 0.94 0.6% 62% False False 654,671
20 164.00 160.81 3.19 2.0% 0.83 0.5% 50% False False 515,724
40 164.00 159.03 4.97 3.1% 0.76 0.5% 68% False False 262,534
60 164.00 155.33 8.67 5.3% 0.64 0.4% 82% False False 175,312
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 166.44
2.618 165.12
1.618 164.31
1.000 163.81
0.618 163.50
HIGH 163.00
0.618 162.69
0.500 162.60
0.382 162.50
LOW 162.19
0.618 161.69
1.000 161.38
1.618 160.88
2.618 160.07
4.250 158.75
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 162.60 162.44
PP 162.54 162.43
S1 162.48 162.43

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

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