Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 164.10 164.00 -0.10 -0.1% 163.10
High 164.28 164.43 0.15 0.1% 163.84
Low 163.72 163.82 0.10 0.1% 163.03
Close 163.90 164.37 0.47 0.3% 163.51
Range 0.56 0.61 0.05 8.9% 0.81
ATR 0.75 0.74 -0.01 -1.3% 0.00
Volume 662,282 409,244 -253,038 -38.2% 2,136,212
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 166.04 165.81 164.71
R3 165.43 165.20 164.54
R2 164.82 164.82 164.48
R1 164.59 164.59 164.43 164.71
PP 164.21 164.21 164.21 164.26
S1 163.98 163.98 164.31 164.10
S2 163.60 163.60 164.26
S3 162.99 163.37 164.20
S4 162.38 162.76 164.03
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
5 164.43 163.24 1.19 0.7% 0.56 0.3% 95% True False 565,823
10 164.43 162.22 2.21 1.3% 0.61 0.4% 97% True False 540,934
20 164.43 160.81 3.62 2.2% 0.78 0.5% 98% True False 590,855
40 164.43 160.81 3.62 2.2% 0.75 0.5% 98% True False 408,824
60 164.43 157.05 7.38 4.5% 0.69 0.4% 99% True False 273,704
80 164.43 154.70 9.73 5.9% 0.60 0.4% 99% True False 205,362
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 167.02
2.618 166.03
1.618 165.42
1.000 165.04
0.618 164.81
HIGH 164.43
0.618 164.20
0.500 164.13
0.382 164.05
LOW 163.82
0.618 163.44
1.000 163.21
1.618 162.83
2.618 162.22
4.250 161.23
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 164.29 164.27
PP 164.21 164.17
S1 164.13 164.08

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

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