Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 05-May-2016
Day Change Summary
Previous Current
04-May-2016 05-May-2016 Change Change % Previous Week
Open 161.94 161.82 -0.12 -0.1% 161.51
High 162.00 162.80 0.80 0.5% 161.77
Low 161.74 161.82 0.08 0.0% 160.43
Close 161.95 162.50 0.55 0.3% 160.80
Range 0.26 0.98 0.72 276.9% 1.34
ATR 0.60 0.63 0.03 4.5% 0.00
Volume 9,809 9,144 -665 -6.8% 24,534
Daily Pivots for day following 05-May-2016
Classic Woodie Camarilla DeMark
R4 165.31 164.89 163.04
R3 164.33 163.91 162.77
R2 163.35 163.35 162.68
R1 162.93 162.93 162.59 163.14
PP 162.37 162.37 162.37 162.48
S1 161.95 161.95 162.41 162.16
S2 161.39 161.39 162.32
S3 160.41 160.97 162.23
S4 159.43 159.99 161.96
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 165.02 164.25 161.54
R3 163.68 162.91 161.17
R2 162.34 162.34 161.05
R1 161.57 161.57 160.92 161.29
PP 161.00 161.00 161.00 160.86
S1 160.23 160.23 160.68 159.95
S2 159.66 159.66 160.55
S3 158.32 158.89 160.43
S4 156.98 157.55 160.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.80 160.56 2.24 1.4% 0.71 0.4% 87% True False 8,265
10 162.80 160.43 2.37 1.5% 0.62 0.4% 87% True False 8,211
20 163.61 160.43 3.18 2.0% 0.50 0.3% 65% False False 6,794
40 163.61 160.12 3.49 2.1% 0.45 0.3% 68% False False 4,123
60 163.61 160.12 3.49 2.1% 0.32 0.2% 68% False False 2,754
80 163.61 156.06 7.55 4.6% 0.24 0.1% 85% False False 2,066
100 163.61 154.85 8.76 5.4% 0.19 0.1% 87% False False 1,653
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.97
2.618 165.37
1.618 164.39
1.000 163.78
0.618 163.41
HIGH 162.80
0.618 162.43
0.500 162.31
0.382 162.19
LOW 161.82
0.618 161.21
1.000 160.84
1.618 160.23
2.618 159.25
4.250 157.66
Fisher Pivots for day following 05-May-2016
Pivot 1 day 3 day
R1 162.44 162.30
PP 162.37 162.09
S1 162.31 161.89

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

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