Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 163.86 163.34 -0.52 -0.3% 164.40
High 163.98 164.00 0.02 0.0% 164.60
Low 163.17 163.27 0.10 0.1% 163.16
Close 163.49 163.88 0.39 0.2% 163.88
Range 0.81 0.73 -0.08 -9.9% 1.44
ATR 0.74 0.74 0.00 -0.1% 0.00
Volume 471,150 589,300 118,150 25.1% 3,181,233
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 165.91 165.62 164.28
R3 165.18 164.89 164.08
R2 164.45 164.45 164.01
R1 164.16 164.16 163.95 164.31
PP 163.72 163.72 163.72 163.79
S1 163.43 163.43 163.81 163.58
S2 162.99 162.99 163.75
S3 162.26 162.70 163.68
S4 161.53 161.97 163.48
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 168.20 167.48 164.67
R3 166.76 166.04 164.28
R2 165.32 165.32 164.14
R1 164.60 164.60 164.01 164.24
PP 163.88 163.88 163.88 163.70
S1 163.16 163.16 163.75 162.80
S2 162.44 162.44 163.62
S3 161.00 161.72 163.48
S4 159.56 160.28 163.09
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% 0.80 0.5% 50% False False 636,246
10 164.60 163.16 1.44 0.9% 0.66 0.4% 50% False False 619,520
20 164.60 161.88 2.72 1.7% 0.65 0.4% 74% False False 566,502
40 164.60 160.81 3.79 2.3% 0.75 0.5% 81% False False 503,285
60 164.60 158.40 6.20 3.8% 0.71 0.4% 88% False False 337,233
80 164.60 155.33 9.27 5.7% 0.63 0.4% 92% False False 253,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 167.10
2.618 165.91
1.618 165.18
1.000 164.73
0.618 164.45
HIGH 164.00
0.618 163.72
0.500 163.64
0.382 163.55
LOW 163.27
0.618 162.82
1.000 162.54
1.618 162.09
2.618 161.36
4.250 160.17
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 163.80 163.78
PP 163.72 163.68
S1 163.64 163.58

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

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