Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 161.82 162.74 0.92 0.6% 161.04
High 162.80 162.84 0.04 0.0% 162.84
Low 161.82 162.48 0.66 0.4% 160.79
Close 162.50 162.84 0.34 0.2% 162.84
Range 0.98 0.36 -0.62 -63.3% 2.05
ATR 0.63 0.61 -0.02 -3.0% 0.00
Volume 9,144 9,801 657 7.2% 48,920
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 163.80 163.68 163.04
R3 163.44 163.32 162.94
R2 163.08 163.08 162.91
R1 162.96 162.96 162.87 163.02
PP 162.72 162.72 162.72 162.75
S1 162.60 162.60 162.81 162.66
S2 162.36 162.36 162.77
S3 162.00 162.24 162.74
S4 161.64 161.88 162.64
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 168.31 167.62 163.97
R3 166.26 165.57 163.40
R2 164.21 164.21 163.22
R1 163.52 163.52 163.03 163.87
PP 162.16 162.16 162.16 162.33
S1 161.47 161.47 162.65 161.82
S2 160.11 160.11 162.46
S3 158.06 159.42 162.28
S4 156.01 157.37 161.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.84 160.79 2.05 1.3% 0.63 0.4% 100% True False 9,784
10 162.84 160.43 2.41 1.5% 0.64 0.4% 100% True False 7,345
20 163.61 160.43 3.18 2.0% 0.51 0.3% 76% False False 7,101
40 163.61 160.12 3.49 2.1% 0.44 0.3% 78% False False 4,367
60 163.61 160.12 3.49 2.1% 0.32 0.2% 78% False False 2,918
80 163.61 156.06 7.55 4.6% 0.24 0.1% 90% False False 2,188
100 163.61 154.85 8.76 5.4% 0.19 0.1% 91% False False 1,751
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.37
2.618 163.78
1.618 163.42
1.000 163.20
0.618 163.06
HIGH 162.84
0.618 162.70
0.500 162.66
0.382 162.62
LOW 162.48
0.618 162.26
1.000 162.12
1.618 161.90
2.618 161.54
4.250 160.95
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 162.78 162.66
PP 162.72 162.47
S1 162.66 162.29

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

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