Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 163.84 164.04 0.20 0.1% 163.66
High 164.19 164.36 0.17 0.1% 164.36
Low 163.57 163.90 0.33 0.2% 163.13
Close 164.03 164.00 -0.03 0.0% 164.00
Range 0.62 0.46 -0.16 -25.8% 1.23
ATR 0.68 0.66 -0.02 -2.3% 0.00
Volume 494,314 219,424 -274,890 -55.6% 2,579,190
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 165.47 165.19 164.25
R3 165.01 164.73 164.13
R2 164.55 164.55 164.08
R1 164.27 164.27 164.04 164.18
PP 164.09 164.09 164.09 164.04
S1 163.81 163.81 163.96 163.72
S2 163.63 163.63 163.92
S3 163.17 163.35 163.87
S4 162.71 162.89 163.75
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 167.52 166.99 164.68
R3 166.29 165.76 164.34
R2 165.06 165.06 164.23
R1 164.53 164.53 164.11 164.80
PP 163.83 163.83 163.83 163.96
S1 163.30 163.30 163.89 163.57
S2 162.60 162.60 163.77
S3 161.37 162.07 163.66
S4 160.14 160.84 163.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.36 163.13 1.23 0.8% 0.60 0.4% 71% True False 515,838
10 164.36 163.06 1.30 0.8% 0.61 0.4% 72% True False 569,907
20 164.49 161.84 2.65 1.6% 0.64 0.4% 82% False False 591,267
40 164.60 161.46 3.14 1.9% 0.66 0.4% 81% False False 620,839
60 164.60 160.81 3.79 2.3% 0.72 0.4% 84% False False 619,801
80 164.60 160.81 3.79 2.3% 0.72 0.4% 84% False False 485,354
100 164.60 156.28 8.32 5.1% 0.68 0.4% 93% False False 388,813
120 164.60 154.70 9.90 6.0% 0.60 0.4% 94% False False 324,033
Crabel Price Patterns
NR True
NR4 False
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 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.32
2.618 165.56
1.618 165.10
1.000 164.82
0.618 164.64
HIGH 164.36
0.618 164.18
0.500 164.13
0.382 164.08
LOW 163.90
0.618 163.62
1.000 163.44
1.618 163.16
2.618 162.70
4.250 161.95
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 164.13 163.92
PP 164.09 163.83
S1 164.04 163.75

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

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