Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 24-May-2016
Day Change Summary
Previous Current
23-May-2016 24-May-2016 Change Change % Previous Week
Open 162.63 162.66 0.03 0.0% 163.20
High 163.04 162.73 -0.31 -0.2% 163.25
Low 162.35 162.40 0.05 0.0% 162.12
Close 162.41 162.50 0.09 0.1% 162.54
Range 0.69 0.33 -0.36 -52.2% 1.13
ATR 0.59 0.57 -0.02 -3.1% 0.00
Volume 18,696 36,696 18,000 96.3% 92,667
Daily Pivots for day following 24-May-2016
Classic Woodie Camarilla DeMark
R4 163.53 163.35 162.68
R3 163.20 163.02 162.59
R2 162.87 162.87 162.56
R1 162.69 162.69 162.53 162.62
PP 162.54 162.54 162.54 162.51
S1 162.36 162.36 162.47 162.29
S2 162.21 162.21 162.44
S3 161.88 162.03 162.41
S4 161.55 161.70 162.32
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
5 163.04 162.12 0.92 0.6% 0.52 0.3% 41% False False 23,087
10 163.52 162.12 1.40 0.9% 0.54 0.3% 27% False False 19,250
20 163.52 160.52 3.00 1.8% 0.56 0.3% 66% False False 13,523
40 163.61 160.43 3.18 2.0% 0.48 0.3% 65% False False 9,331
60 163.61 160.12 3.49 2.1% 0.43 0.3% 68% False False 6,372
80 163.61 159.31 4.30 2.6% 0.32 0.2% 74% False False 4,779
100 163.61 155.15 8.46 5.2% 0.26 0.2% 87% False False 3,823
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.13
2.618 163.59
1.618 163.26
1.000 163.06
0.618 162.93
HIGH 162.73
0.618 162.60
0.500 162.57
0.382 162.53
LOW 162.40
0.618 162.20
1.000 162.07
1.618 161.87
2.618 161.54
4.250 161.00
Fisher Pivots for day following 24-May-2016
Pivot 1 day 3 day
R1 162.57 162.70
PP 162.54 162.63
S1 162.52 162.57

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

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