Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 164.20 163.95 -0.25 -0.2% 163.52
High 164.49 164.30 -0.19 -0.1% 164.49
Low 163.62 163.76 0.14 0.1% 163.50
Close 163.82 164.19 0.37 0.2% 164.19
Range 0.87 0.54 -0.33 -37.9% 0.99
ATR 0.73 0.72 -0.01 -1.9% 0.00
Volume 520,169 311,468 -208,701 -40.1% 2,805,469
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 165.70 165.49 164.49
R3 165.16 164.95 164.34
R2 164.62 164.62 164.29
R1 164.41 164.41 164.24 164.52
PP 164.08 164.08 164.08 164.14
S1 163.87 163.87 164.14 163.98
S2 163.54 163.54 164.09
S3 163.00 163.33 164.04
S4 162.46 162.79 163.89
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 167.03 166.60 164.73
R3 166.04 165.61 164.46
R2 165.05 165.05 164.37
R1 164.62 164.62 164.28 164.84
PP 164.06 164.06 164.06 164.17
S1 163.63 163.63 164.10 163.85
S2 163.07 163.07 164.01
S3 162.08 162.64 163.92
S4 161.09 161.65 163.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.49 163.50 0.99 0.6% 0.59 0.4% 70% False False 561,093
10 164.49 161.84 2.65 1.6% 0.68 0.4% 89% False False 612,628
20 164.49 161.46 3.03 1.8% 0.70 0.4% 90% False False 646,964
40 164.60 161.46 3.14 1.9% 0.68 0.4% 87% False False 606,733
60 164.60 160.81 3.79 2.3% 0.73 0.4% 89% False False 551,178
80 164.60 158.40 6.20 3.8% 0.71 0.4% 93% False False 414,666
100 164.60 155.33 9.27 5.6% 0.64 0.4% 96% False False 331,840
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.60
2.618 165.71
1.618 165.17
1.000 164.84
0.618 164.63
HIGH 164.30
0.618 164.09
0.500 164.03
0.382 163.97
LOW 163.76
0.618 163.43
1.000 163.22
1.618 162.89
2.618 162.35
4.250 161.47
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 164.14 164.15
PP 164.08 164.10
S1 164.03 164.06

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

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