Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 162.95 163.10 0.15 0.1% 162.60
High 163.33 163.83 0.50 0.3% 163.33
Low 162.82 163.07 0.25 0.2% 162.19
Close 163.01 163.53 0.52 0.3% 163.01
Range 0.51 0.76 0.25 49.0% 1.14
ATR 0.83 0.83 0.00 -0.1% 0.00
Volume 459,482 540,365 80,883 17.6% 1,988,678
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 165.76 165.40 163.95
R3 165.00 164.64 163.74
R2 164.24 164.24 163.67
R1 163.88 163.88 163.60 164.06
PP 163.48 163.48 163.48 163.57
S1 163.12 163.12 163.46 163.30
S2 162.72 162.72 163.39
S3 161.96 162.36 163.32
S4 161.20 161.60 163.11
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 166.26 165.78 163.64
R3 165.12 164.64 163.32
R2 163.98 163.98 163.22
R1 163.50 163.50 163.11 163.74
PP 162.84 162.84 162.84 162.97
S1 162.36 162.36 162.91 162.60
S2 161.70 161.70 162.80
S3 160.56 161.22 162.70
S4 159.42 160.08 162.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.83 162.19 1.64 1.0% 0.71 0.4% 82% True False 505,808
10 163.83 161.02 2.81 1.7% 0.70 0.4% 89% True False 546,751
20 164.00 160.81 3.19 2.0% 0.84 0.5% 85% False False 604,407
40 164.00 160.40 3.60 2.2% 0.77 0.5% 87% False False 310,458
60 164.00 156.26 7.74 4.7% 0.66 0.4% 94% False False 207,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 167.06
2.618 165.82
1.618 165.06
1.000 164.59
0.618 164.30
HIGH 163.83
0.618 163.54
0.500 163.45
0.382 163.36
LOW 163.07
0.618 162.60
1.000 162.31
1.618 161.84
2.618 161.08
4.250 159.84
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 163.50 163.36
PP 163.48 163.19
S1 163.45 163.03

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

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