Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 12-Apr-2016
Day Change Summary
Previous Current
11-Apr-2016 12-Apr-2016 Change Change % Previous Week
Open 163.44 162.80 -0.64 -0.4% 162.89
High 163.61 162.80 -0.81 -0.5% 163.49
Low 162.90 162.49 -0.41 -0.3% 162.77
Close 163.10 162.49 -0.61 -0.4% 163.28
Range 0.71 0.31 -0.40 -56.3% 0.72
ATR 0.52 0.52 0.01 1.3% 0.00
Volume 4,323 13,414 9,091 210.3% 18,123
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 163.52 163.32 162.66
R3 163.21 163.01 162.58
R2 162.90 162.90 162.55
R1 162.70 162.70 162.52 162.65
PP 162.59 162.59 162.59 162.57
S1 162.39 162.39 162.46 162.34
S2 162.28 162.28 162.43
S3 161.97 162.08 162.40
S4 161.66 161.77 162.32
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 165.34 165.03 163.68
R3 164.62 164.31 163.48
R2 163.90 163.90 163.41
R1 163.59 163.59 163.35 163.75
PP 163.18 163.18 163.18 163.26
S1 162.87 162.87 163.21 163.03
S2 162.46 162.46 163.15
S3 161.74 162.15 163.08
S4 161.02 161.43 162.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.61 162.49 1.12 0.7% 0.42 0.3% 0% False True 5,828
10 163.61 162.16 1.45 0.9% 0.35 0.2% 23% False False 4,169
20 163.61 160.12 3.49 2.1% 0.34 0.2% 68% False False 2,510
40 163.61 160.12 3.49 2.1% 0.25 0.2% 68% False False 1,269
60 163.61 156.54 7.07 4.4% 0.17 0.1% 84% False False 846
80 163.61 154.85 8.76 5.4% 0.13 0.1% 87% False False 635
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 True
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.12
2.618 163.61
1.618 163.30
1.000 163.11
0.618 162.99
HIGH 162.80
0.618 162.68
0.500 162.65
0.382 162.61
LOW 162.49
0.618 162.30
1.000 162.18
1.618 161.99
2.618 161.68
4.250 161.17
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 162.65 163.05
PP 162.59 162.86
S1 162.54 162.68

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

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