Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 163.40 163.52 0.12 0.1% 164.40
High 163.60 163.74 0.14 0.1% 164.60
Low 163.09 163.19 0.10 0.1% 163.16
Close 163.24 163.68 0.44 0.3% 163.88
Range 0.51 0.55 0.04 7.8% 1.44
ATR 0.73 0.71 -0.01 -1.7% 0.00
Volume 551,670 984,561 432,891 78.5% 3,181,233
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 165.19 164.98 163.98
R3 164.64 164.43 163.83
R2 164.09 164.09 163.78
R1 163.88 163.88 163.73 163.99
PP 163.54 163.54 163.54 163.59
S1 163.33 163.33 163.63 163.44
S2 162.99 162.99 163.58
S3 162.44 162.78 163.53
S4 161.89 162.23 163.38
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
5 164.17 163.09 1.08 0.7% 0.68 0.4% 55% False False 651,103
10 164.60 163.09 1.51 0.9% 0.68 0.4% 39% False False 642,098
20 164.60 162.22 2.38 1.5% 0.65 0.4% 61% False False 596,051
40 164.60 160.81 3.79 2.3% 0.74 0.5% 76% False False 555,887
60 164.60 159.03 5.57 3.4% 0.72 0.4% 83% False False 373,706
80 164.60 155.33 9.27 5.7% 0.64 0.4% 90% False False 280,497
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.08
2.618 165.18
1.618 164.63
1.000 164.29
0.618 164.08
HIGH 163.74
0.618 163.53
0.500 163.47
0.382 163.40
LOW 163.19
0.618 162.85
1.000 162.64
1.618 162.30
2.618 161.75
4.250 160.85
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 163.61 163.66
PP 163.54 163.65
S1 163.47 163.63

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

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