Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 164.01 163.25 -0.76 -0.5% 163.88
High 164.02 163.96 -0.06 0.0% 164.43
Low 163.24 163.16 -0.08 0.0% 163.43
Close 163.44 163.74 0.30 0.2% 164.20
Range 0.78 0.80 0.02 2.6% 1.00
ATR 0.73 0.73 0.01 0.7% 0.00
Volume 649,921 659,501 9,580 1.5% 3,013,973
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 166.02 165.68 164.18
R3 165.22 164.88 163.96
R2 164.42 164.42 163.89
R1 164.08 164.08 163.81 164.25
PP 163.62 163.62 163.62 163.71
S1 163.28 163.28 163.67 163.45
S2 162.82 162.82 163.59
S3 162.02 162.48 163.52
S4 161.22 161.68 163.30
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 167.02 166.61 164.75
R3 166.02 165.61 164.48
R2 165.02 165.02 164.38
R1 164.61 164.61 164.29 164.82
PP 164.02 164.02 164.02 164.12
S1 163.61 163.61 164.11 163.82
S2 163.02 163.02 164.02
S3 162.02 162.61 163.93
S4 161.02 161.61 163.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.60 163.16 1.44 0.9% 0.68 0.4% 40% False True 633,093
10 164.60 163.03 1.57 1.0% 0.62 0.4% 45% False False 613,964
20 164.60 161.02 3.58 2.2% 0.65 0.4% 76% False False 580,825
40 164.60 160.81 3.79 2.3% 0.73 0.4% 77% False False 477,290
60 164.60 157.38 7.22 4.4% 0.70 0.4% 88% False False 319,602
80 164.60 154.70 9.90 6.0% 0.62 0.4% 91% False False 239,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.36
2.618 166.05
1.618 165.25
1.000 164.76
0.618 164.45
HIGH 163.96
0.618 163.65
0.500 163.56
0.382 163.47
LOW 163.16
0.618 162.67
1.000 162.36
1.618 161.87
2.618 161.07
4.250 159.76
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 163.68 163.88
PP 163.62 163.83
S1 163.56 163.79

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

View Archives - Comment on this page... - Back to Index of Symbols