Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 162.30 162.95 0.65 0.4% 161.72
High 162.93 163.33 0.40 0.2% 162.81
Low 162.22 162.82 0.60 0.4% 161.02
Close 162.73 163.01 0.28 0.2% 162.44
Range 0.71 0.51 -0.20 -28.2% 1.79
ATR 0.85 0.83 -0.02 -2.1% 0.00
Volume 435,116 459,482 24,366 5.6% 2,938,467
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 164.58 164.31 163.29
R3 164.07 163.80 163.15
R2 163.56 163.56 163.10
R1 163.29 163.29 163.06 163.43
PP 163.05 163.05 163.05 163.12
S1 162.78 162.78 162.96 162.92
S2 162.54 162.54 162.92
S3 162.03 162.27 162.87
S4 161.52 161.76 162.73
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
5 163.33 162.19 1.14 0.7% 0.65 0.4% 72% True False 507,059
10 163.33 161.02 2.31 1.4% 0.72 0.4% 86% True False 546,463
20 164.00 160.81 3.19 2.0% 0.82 0.5% 69% False False 581,543
40 164.00 160.02 3.98 2.4% 0.77 0.5% 75% False False 296,964
60 164.00 155.41 8.59 5.3% 0.65 0.4% 88% False False 198,553
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 165.50
2.618 164.67
1.618 164.16
1.000 163.84
0.618 163.65
HIGH 163.33
0.618 163.14
0.500 163.08
0.382 163.01
LOW 162.82
0.618 162.50
1.000 162.31
1.618 161.99
2.618 161.48
4.250 160.65
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 163.08 162.93
PP 163.05 162.85
S1 163.03 162.78

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

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