Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 162.05 162.03 -0.02 0.0% 162.70
High 162.40 163.12 0.72 0.4% 162.80
Low 161.84 161.90 0.06 0.0% 161.46
Close 161.86 163.03 1.17 0.7% 161.88
Range 0.56 1.22 0.66 117.9% 1.34
ATR 0.76 0.79 0.04 4.7% 0.00
Volume 830,401 736,786 -93,615 -11.3% 3,343,802
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 166.34 165.91 163.70
R3 165.12 164.69 163.37
R2 163.90 163.90 163.25
R1 163.47 163.47 163.14 163.69
PP 162.68 162.68 162.68 162.79
S1 162.25 162.25 162.92 162.47
S2 161.46 161.46 162.81
S3 160.24 161.03 162.69
S4 159.02 159.81 162.36
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 166.07 165.31 162.62
R3 164.73 163.97 162.25
R2 163.39 163.39 162.13
R1 162.63 162.63 162.00 162.34
PP 162.05 162.05 162.05 161.90
S1 161.29 161.29 161.76 161.00
S2 160.71 160.71 161.63
S3 159.37 159.95 161.51
S4 158.03 158.61 161.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.12 161.53 1.59 1.0% 0.80 0.5% 94% True False 712,733
10 163.74 161.46 2.28 1.4% 0.77 0.5% 69% False False 716,969
20 164.60 161.46 3.14 1.9% 0.72 0.4% 50% False False 663,419
40 164.60 160.81 3.79 2.3% 0.75 0.5% 59% False False 634,536
60 164.60 160.81 3.79 2.3% 0.76 0.5% 59% False False 475,998
80 164.60 156.28 8.32 5.1% 0.70 0.4% 81% False False 357,789
100 164.60 154.70 9.90 6.1% 0.61 0.4% 84% False False 286,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 36 trading days
Fibonacci Retracements and Extensions
4.250 168.31
2.618 166.31
1.618 165.09
1.000 164.34
0.618 163.87
HIGH 163.12
0.618 162.65
0.500 162.51
0.382 162.37
LOW 161.90
0.618 161.15
1.000 160.68
1.618 159.93
2.618 158.71
4.250 156.72
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 162.86 162.80
PP 162.68 162.57
S1 162.51 162.35

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

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