Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 25-May-2016
Day Change Summary
Previous Current
24-May-2016 25-May-2016 Change Change % Previous Week
Open 163.69 163.53 -0.16 -0.1% 164.28
High 163.77 163.95 0.18 0.1% 164.28
Low 163.41 163.13 -0.28 -0.2% 163.06
Close 163.51 163.90 0.39 0.2% 163.56
Range 0.36 0.82 0.46 127.8% 1.22
ATR 0.67 0.68 0.01 1.5% 0.00
Volume 727,565 555,364 -172,201 -23.7% 3,119,884
Daily Pivots for day following 25-May-2016
Classic Woodie Camarilla DeMark
R4 166.12 165.83 164.35
R3 165.30 165.01 164.13
R2 164.48 164.48 164.05
R1 164.19 164.19 163.98 164.34
PP 163.66 163.66 163.66 163.73
S1 163.37 163.37 163.82 163.52
S2 162.84 162.84 163.75
S3 162.02 162.55 163.67
S4 161.20 161.73 163.45
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
5 164.07 163.06 1.01 0.6% 0.60 0.4% 83% False False 591,980
10 164.49 163.06 1.43 0.9% 0.64 0.4% 59% False False 581,697
20 164.49 161.57 2.92 1.8% 0.67 0.4% 80% False False 613,947
40 164.60 161.46 3.14 1.9% 0.67 0.4% 78% False False 628,118
60 164.60 160.81 3.79 2.3% 0.73 0.4% 82% False False 626,447
80 164.60 160.63 3.97 2.4% 0.72 0.4% 82% False False 476,630
100 164.60 156.28 8.32 5.1% 0.67 0.4% 92% False False 381,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 167.44
2.618 166.10
1.618 165.28
1.000 164.77
0.618 164.46
HIGH 163.95
0.618 163.64
0.500 163.54
0.382 163.44
LOW 163.13
0.618 162.62
1.000 162.31
1.618 161.80
2.618 160.98
4.250 159.65
Fisher Pivots for day following 25-May-2016
Pivot 1 day 3 day
R1 163.78 163.80
PP 163.66 163.70
S1 163.54 163.60

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

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