Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 163.43 163.88 0.45 0.3% 163.10
High 163.80 163.93 0.13 0.1% 163.84
Low 163.24 163.43 0.19 0.1% 163.03
Close 163.51 163.73 0.22 0.1% 163.51
Range 0.56 0.50 -0.06 -10.7% 0.81
ATR 0.79 0.77 -0.02 -2.6% 0.00
Volume 450,582 689,531 238,949 53.0% 2,136,212
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 165.20 164.96 164.01
R3 164.70 164.46 163.87
R2 164.20 164.20 163.82
R1 163.96 163.96 163.78 163.83
PP 163.70 163.70 163.70 163.63
S1 163.46 163.46 163.68 163.33
S2 163.20 163.20 163.64
S3 162.70 162.96 163.59
S4 162.20 162.46 163.46
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 165.89 165.51 163.96
R3 165.08 164.70 163.73
R2 164.27 164.27 163.66
R1 163.89 163.89 163.58 164.08
PP 163.46 163.46 163.46 163.56
S1 163.08 163.08 163.44 163.27
S2 162.65 162.65 163.36
S3 161.84 162.27 163.29
S4 161.03 161.46 163.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.93 163.03 0.90 0.5% 0.63 0.4% 78% True False 565,148
10 163.93 162.19 1.74 1.1% 0.64 0.4% 89% True False 536,103
20 163.93 160.81 3.12 1.9% 0.80 0.5% 94% True False 617,737
40 164.00 160.81 3.19 1.9% 0.77 0.5% 92% False False 367,048
60 164.00 156.28 7.72 4.7% 0.68 0.4% 97% False False 245,621
80 164.00 154.70 9.30 5.7% 0.58 0.4% 97% False False 184,250
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 166.06
2.618 165.24
1.618 164.74
1.000 164.43
0.618 164.24
HIGH 163.93
0.618 163.74
0.500 163.68
0.382 163.62
LOW 163.43
0.618 163.12
1.000 162.93
1.618 162.62
2.618 162.12
4.250 161.31
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 163.71 163.65
PP 163.70 163.56
S1 163.68 163.48

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

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