Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 164.04 163.76 -0.28 -0.2% 163.66
High 164.36 164.21 -0.15 -0.1% 164.36
Low 163.90 163.39 -0.51 -0.3% 163.13
Close 164.00 163.97 -0.03 0.0% 164.00
Range 0.46 0.82 0.36 78.3% 1.23
ATR 0.66 0.68 0.01 1.7% 0.00
Volume 219,424 884,869 665,445 303.3% 2,579,190
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 166.32 165.96 164.42
R3 165.50 165.14 164.20
R2 164.68 164.68 164.12
R1 164.32 164.32 164.05 164.50
PP 163.86 163.86 163.86 163.95
S1 163.50 163.50 163.89 163.68
S2 163.04 163.04 163.82
S3 162.22 162.68 163.74
S4 161.40 161.86 163.52
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% 0.62 0.4% 68% False False 576,307
10 164.36 163.06 1.30 0.8% 0.64 0.4% 70% False False 598,823
20 164.49 161.90 2.59 1.6% 0.66 0.4% 80% False False 593,991
40 164.60 161.46 3.14 1.9% 0.67 0.4% 80% False False 625,722
60 164.60 160.81 3.79 2.3% 0.71 0.4% 83% False False 623,061
80 164.60 160.81 3.79 2.3% 0.72 0.4% 83% False False 496,385
100 164.60 156.28 8.32 5.1% 0.68 0.4% 92% False False 397,661
120 164.60 154.70 9.90 6.0% 0.61 0.4% 94% False False 331,407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 167.70
2.618 166.36
1.618 165.54
1.000 165.03
0.618 164.72
HIGH 164.21
0.618 163.90
0.500 163.80
0.382 163.70
LOW 163.39
0.618 162.88
1.000 162.57
1.618 162.06
2.618 161.24
4.250 159.91
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 163.91 163.94
PP 163.86 163.91
S1 163.80 163.88

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

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