Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 162.12 162.72 0.60 0.4% 163.20
High 162.69 162.72 0.03 0.0% 163.25
Low 162.12 162.40 0.28 0.2% 162.12
Close 162.59 162.54 -0.05 0.0% 162.54
Range 0.57 0.32 -0.25 -43.9% 1.13
ATR 0.60 0.58 -0.02 -3.3% 0.00
Volume 16,945 24,565 7,620 45.0% 92,667
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 163.51 163.35 162.72
R3 163.19 163.03 162.63
R2 162.87 162.87 162.60
R1 162.71 162.71 162.57 162.63
PP 162.55 162.55 162.55 162.52
S1 162.39 162.39 162.51 162.31
S2 162.23 162.23 162.48
S3 161.91 162.07 162.45
S4 161.59 161.75 162.36
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 166.03 165.41 163.16
R3 164.90 164.28 162.85
R2 163.77 163.77 162.75
R1 163.15 163.15 162.64 162.90
PP 162.64 162.64 162.64 162.51
S1 162.02 162.02 162.44 161.77
S2 161.51 161.51 162.33
S3 160.38 160.89 162.23
S4 159.25 159.76 161.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.25 162.12 1.13 0.7% 0.53 0.3% 37% False False 18,533
10 163.52 162.12 1.40 0.9% 0.53 0.3% 30% False False 15,187
20 163.52 160.43 3.09 1.9% 0.58 0.4% 68% False False 11,266
40 163.61 160.43 3.18 2.0% 0.47 0.3% 66% False False 7,990
60 163.61 160.12 3.49 2.1% 0.41 0.3% 69% False False 5,449
80 163.61 158.71 4.90 3.0% 0.31 0.2% 78% False False 4,086
100 163.61 155.15 8.46 5.2% 0.25 0.2% 87% False False 3,269
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.10
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 164.08
2.618 163.56
1.618 163.24
1.000 163.04
0.618 162.92
HIGH 162.72
0.618 162.60
0.500 162.56
0.382 162.52
LOW 162.40
0.618 162.20
1.000 162.08
1.618 161.88
2.618 161.56
4.250 161.04
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 162.56 162.54
PP 162.55 162.53
S1 162.55 162.53

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

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