Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 163.67 163.59 -0.08 0.0% 162.60
High 163.84 163.64 -0.20 -0.1% 163.33
Low 163.13 163.03 -0.10 -0.1% 162.19
Close 163.26 163.32 0.06 0.0% 163.01
Range 0.71 0.61 -0.10 -14.1% 1.14
ATR 0.82 0.81 -0.02 -1.9% 0.00
Volume 590,955 554,310 -36,645 -6.2% 1,988,678
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 165.16 164.85 163.66
R3 164.55 164.24 163.49
R2 163.94 163.94 163.43
R1 163.63 163.63 163.38 163.48
PP 163.33 163.33 163.33 163.26
S1 163.02 163.02 163.26 162.87
S2 162.72 162.72 163.21
S3 162.11 162.41 163.15
S4 161.50 161.80 162.98
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
5 163.84 162.22 1.62 1.0% 0.66 0.4% 68% False False 516,045
10 163.84 161.09 2.75 1.7% 0.66 0.4% 81% False False 535,822
20 163.84 160.81 3.03 1.9% 0.84 0.5% 83% False False 626,556
40 164.00 160.75 3.25 2.0% 0.78 0.5% 79% False False 338,667
60 164.00 156.28 7.72 4.7% 0.68 0.4% 91% False False 226,641
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.23
2.618 165.24
1.618 164.63
1.000 164.25
0.618 164.02
HIGH 163.64
0.618 163.41
0.500 163.34
0.382 163.26
LOW 163.03
0.618 162.65
1.000 162.42
1.618 162.04
2.618 161.43
4.250 160.44
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 163.34 163.44
PP 163.33 163.40
S1 163.33 163.36

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

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