Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 22-Apr-2016
Day Change Summary
Previous Current
21-Apr-2016 22-Apr-2016 Change Change % Previous Week
Open 163.22 162.57 -0.65 -0.4% 164.09
High 163.34 162.68 -0.66 -0.4% 164.17
Low 162.33 162.34 0.01 0.0% 162.33
Close 162.49 162.49 0.00 0.0% 162.49
Range 1.01 0.34 -0.67 -66.3% 1.84
ATR 0.76 0.73 -0.03 -3.9% 0.00
Volume 551,579 722,562 170,983 31.0% 3,469,210
Daily Pivots for day following 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 163.52 163.35 162.68
R3 163.18 163.01 162.58
R2 162.84 162.84 162.55
R1 162.67 162.67 162.52 162.59
PP 162.50 162.50 162.50 162.46
S1 162.33 162.33 162.46 162.25
S2 162.16 162.16 162.43
S3 161.82 161.99 162.40
S4 161.48 161.65 162.30
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 168.52 167.34 163.50
R3 166.68 165.50 163.00
R2 164.84 164.84 162.83
R1 163.66 163.66 162.66 163.33
PP 163.00 163.00 163.00 162.83
S1 161.82 161.82 162.32 161.49
S2 161.16 161.16 162.15
S3 159.32 159.98 161.98
S4 157.48 158.14 161.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.17 162.33 1.84 1.1% 0.64 0.4% 9% False False 693,842
10 164.60 162.33 2.27 1.4% 0.72 0.4% 7% False False 665,044
20 164.60 162.33 2.27 1.4% 0.65 0.4% 7% False False 613,005
40 164.60 160.81 3.79 2.3% 0.74 0.5% 44% False False 586,265
60 164.60 159.51 5.09 3.1% 0.73 0.4% 59% False False 394,748
80 164.60 155.39 9.21 5.7% 0.65 0.4% 77% False False 296,423
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 164.13
2.618 163.57
1.618 163.23
1.000 163.02
0.618 162.89
HIGH 162.68
0.618 162.55
0.500 162.51
0.382 162.47
LOW 162.34
0.618 162.13
1.000 162.00
1.618 161.79
2.618 161.45
4.250 160.90
Fisher Pivots for day following 22-Apr-2016
Pivot 1 day 3 day
R1 162.51 163.04
PP 162.50 162.85
S1 162.50 162.67

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

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