Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 26-Apr-2016
Day Change Summary
Previous Current
25-Apr-2016 26-Apr-2016 Change Change % Previous Week
Open 162.70 162.22 -0.48 -0.3% 164.09
High 162.80 162.31 -0.49 -0.3% 164.17
Low 161.90 161.46 -0.44 -0.3% 162.33
Close 162.18 161.63 -0.55 -0.3% 162.49
Range 0.90 0.85 -0.05 -5.6% 1.84
ATR 0.74 0.75 0.01 1.0% 0.00
Volume 733,116 614,207 -118,909 -16.2% 3,469,210
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 164.35 163.84 162.10
R3 163.50 162.99 161.86
R2 162.65 162.65 161.79
R1 162.14 162.14 161.71 161.97
PP 161.80 161.80 161.80 161.72
S1 161.29 161.29 161.55 161.12
S2 160.95 160.95 161.47
S3 160.10 160.44 161.40
S4 159.25 159.59 161.16
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
5 163.74 161.46 2.28 1.4% 0.73 0.5% 7% False True 721,205
10 164.17 161.46 2.71 1.7% 0.73 0.5% 6% False True 653,648
20 164.60 161.46 3.14 1.9% 0.67 0.4% 5% False True 630,379
40 164.60 160.81 3.79 2.3% 0.76 0.5% 22% False False 617,393
60 164.60 160.40 4.20 2.6% 0.74 0.5% 29% False False 417,098
80 164.60 156.26 8.34 5.2% 0.66 0.4% 64% False False 313,262
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.92
2.618 164.54
1.618 163.69
1.000 163.16
0.618 162.84
HIGH 162.31
0.618 161.99
0.500 161.89
0.382 161.78
LOW 161.46
0.618 160.93
1.000 160.61
1.618 160.08
2.618 159.23
4.250 157.85
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 161.89 162.13
PP 161.80 161.96
S1 161.72 161.80

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

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