Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 162.72 162.63 -0.09 -0.1% 163.20
High 162.72 163.04 0.32 0.2% 163.25
Low 162.40 162.35 -0.05 0.0% 162.12
Close 162.54 162.41 -0.13 -0.1% 162.54
Range 0.32 0.69 0.37 115.6% 1.13
ATR 0.58 0.59 0.01 1.4% 0.00
Volume 24,565 18,696 -5,869 -23.9% 92,667
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 164.67 164.23 162.79
R3 163.98 163.54 162.60
R2 163.29 163.29 162.54
R1 162.85 162.85 162.47 162.73
PP 162.60 162.60 162.60 162.54
S1 162.16 162.16 162.35 162.04
S2 161.91 161.91 162.28
S3 161.22 161.47 162.22
S4 160.53 160.78 162.03
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
5 163.16 162.12 1.04 0.6% 0.58 0.4% 28% False False 19,455
10 163.52 162.12 1.40 0.9% 0.55 0.3% 21% False False 15,759
20 163.52 160.43 3.09 1.9% 0.58 0.4% 64% False False 12,011
40 163.61 160.43 3.18 2.0% 0.48 0.3% 62% False False 8,441
60 163.61 160.12 3.49 2.1% 0.42 0.3% 66% False False 5,760
80 163.61 159.31 4.30 2.6% 0.32 0.2% 72% False False 4,320
100 163.61 155.15 8.46 5.2% 0.25 0.2% 86% False False 3,456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165.97
2.618 164.85
1.618 164.16
1.000 163.73
0.618 163.47
HIGH 163.04
0.618 162.78
0.500 162.70
0.382 162.61
LOW 162.35
0.618 161.92
1.000 161.66
1.618 161.23
2.618 160.54
4.250 159.42
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 162.70 162.58
PP 162.60 162.52
S1 162.51 162.47

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

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