Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 163.21 163.66 0.45 0.3% 164.28
High 163.71 163.75 0.04 0.0% 164.28
Low 163.06 163.33 0.27 0.2% 163.06
Close 163.61 163.56 -0.05 0.0% 163.56
Range 0.65 0.42 -0.23 -35.4% 1.22
ATR 0.72 0.70 -0.02 -3.0% 0.00
Volume 463,959 630,491 166,532 35.9% 3,119,884
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 164.81 164.60 163.79
R3 164.39 164.18 163.68
R2 163.97 163.97 163.64
R1 163.76 163.76 163.60 163.66
PP 163.55 163.55 163.55 163.49
S1 163.34 163.34 163.52 163.24
S2 163.13 163.13 163.48
S3 162.71 162.92 163.44
S4 162.29 162.50 163.33
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 167.29 166.65 164.23
R3 166.07 165.43 163.90
R2 164.85 164.85 163.78
R1 164.21 164.21 163.67 163.92
PP 163.63 163.63 163.63 163.49
S1 162.99 162.99 163.45 162.70
S2 162.41 162.41 163.34
S3 161.19 161.77 163.22
S4 159.97 160.55 162.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.28 163.06 1.22 0.7% 0.62 0.4% 41% False False 623,976
10 164.49 163.06 1.43 0.9% 0.60 0.4% 35% False False 592,535
20 164.49 161.46 3.03 1.9% 0.69 0.4% 69% False False 629,498
40 164.60 161.46 3.14 1.9% 0.67 0.4% 67% False False 621,251
60 164.60 160.81 3.79 2.3% 0.72 0.4% 73% False False 600,676
80 164.60 159.51 5.09 3.1% 0.72 0.4% 80% False False 453,435
100 164.60 155.39 9.21 5.6% 0.66 0.4% 89% False False 363,038
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.14
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 165.54
2.618 164.85
1.618 164.43
1.000 164.17
0.618 164.01
HIGH 163.75
0.618 163.59
0.500 163.54
0.382 163.49
LOW 163.33
0.618 163.07
1.000 162.91
1.618 162.65
2.618 162.23
4.250 161.55
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 163.55 163.54
PP 163.55 163.53
S1 163.54 163.51

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

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