Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 161.65 162.28 0.63 0.4% 164.09
High 162.15 162.79 0.64 0.4% 164.17
Low 161.53 162.21 0.68 0.4% 162.33
Close 161.85 162.36 0.51 0.3% 162.49
Range 0.62 0.58 -0.04 -6.5% 1.84
ATR 0.74 0.75 0.01 1.9% 0.00
Volume 829,153 868,168 39,015 4.7% 3,469,210
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 164.19 163.86 162.68
R3 163.61 163.28 162.52
R2 163.03 163.03 162.47
R1 162.70 162.70 162.41 162.87
PP 162.45 162.45 162.45 162.54
S1 162.12 162.12 162.31 162.29
S2 161.87 161.87 162.25
S3 161.29 161.54 162.20
S4 160.71 160.96 162.04
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
5 162.80 161.46 1.34 0.8% 0.66 0.4% 67% False False 753,441
10 164.17 161.46 2.71 1.7% 0.69 0.4% 33% False False 710,315
20 164.60 161.46 3.14 1.9% 0.66 0.4% 29% False False 657,982
40 164.60 160.81 3.79 2.3% 0.75 0.5% 41% False False 642,269
60 164.60 160.75 3.85 2.4% 0.74 0.5% 42% False False 445,105
80 164.60 156.28 8.32 5.1% 0.68 0.4% 73% False False 334,476
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 165.26
2.618 164.31
1.618 163.73
1.000 163.37
0.618 163.15
HIGH 162.79
0.618 162.57
0.500 162.50
0.382 162.43
LOW 162.21
0.618 161.85
1.000 161.63
1.618 161.27
2.618 160.69
4.250 159.75
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 162.50 162.28
PP 162.45 162.20
S1 162.41 162.13

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

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