Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 162.50 162.86 0.36 0.2% 163.20
High 162.93 163.18 0.25 0.2% 163.25
Low 162.13 162.57 0.44 0.3% 162.12
Close 162.89 163.02 0.13 0.1% 162.54
Range 0.80 0.61 -0.19 -23.8% 1.13
ATR 0.59 0.59 0.00 0.3% 0.00
Volume 47,010 43,186 -3,824 -8.1% 92,667
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 164.75 164.50 163.36
R3 164.14 163.89 163.19
R2 163.53 163.53 163.13
R1 163.28 163.28 163.08 163.41
PP 162.92 162.92 162.92 162.99
S1 162.67 162.67 162.96 162.80
S2 162.31 162.31 162.91
S3 161.70 162.06 162.85
S4 161.09 161.45 162.68
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
5 163.18 162.13 1.05 0.6% 0.55 0.3% 85% True False 34,030
10 163.31 162.12 1.19 0.7% 0.56 0.3% 76% False False 24,920
20 163.52 160.56 2.96 1.8% 0.58 0.4% 83% False False 17,429
40 163.61 160.43 3.18 2.0% 0.49 0.3% 81% False False 11,499
60 163.61 160.12 3.49 2.1% 0.44 0.3% 83% False False 7,875
80 163.61 159.95 3.66 2.2% 0.34 0.2% 84% False False 5,906
100 163.61 155.53 8.08 5.0% 0.27 0.2% 93% False False 4,725
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.77
2.618 164.78
1.618 164.17
1.000 163.79
0.618 163.56
HIGH 163.18
0.618 162.95
0.500 162.88
0.382 162.80
LOW 162.57
0.618 162.19
1.000 161.96
1.618 161.58
2.618 160.97
4.250 159.98
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 162.97 162.90
PP 162.92 162.78
S1 162.88 162.66

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

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