Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 162.86 163.04 0.18 0.1% 162.63
High 163.18 163.35 0.17 0.1% 163.35
Low 162.57 162.90 0.33 0.2% 162.13
Close 163.02 162.98 -0.04 0.0% 162.98
Range 0.61 0.45 -0.16 -26.2% 1.22
ATR 0.59 0.58 -0.01 -1.7% 0.00
Volume 43,186 17,416 -25,770 -59.7% 163,004
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 164.43 164.15 163.23
R3 163.98 163.70 163.10
R2 163.53 163.53 163.06
R1 163.25 163.25 163.02 163.17
PP 163.08 163.08 163.08 163.03
S1 162.80 162.80 162.94 162.72
S2 162.63 162.63 162.90
S3 162.18 162.35 162.86
S4 161.73 161.90 162.73
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 166.48 165.95 163.65
R3 165.26 164.73 163.32
R2 164.04 164.04 163.20
R1 163.51 163.51 163.09 163.78
PP 162.82 162.82 162.82 162.95
S1 162.29 162.29 162.87 162.56
S2 161.60 161.60 162.76
S3 160.38 161.07 162.64
S4 159.16 159.85 162.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.35 162.13 1.22 0.7% 0.58 0.4% 70% True False 32,600
10 163.35 162.12 1.23 0.8% 0.56 0.3% 70% True False 25,567
20 163.52 160.79 2.73 1.7% 0.56 0.3% 80% False False 18,189
40 163.61 160.43 3.18 2.0% 0.49 0.3% 80% False False 11,875
60 163.61 160.12 3.49 2.1% 0.45 0.3% 82% False False 8,165
80 163.61 159.95 3.66 2.2% 0.34 0.2% 83% False False 6,124
100 163.61 155.53 8.08 5.0% 0.28 0.2% 92% False False 4,899
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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165.26
2.618 164.53
1.618 164.08
1.000 163.80
0.618 163.63
HIGH 163.35
0.618 163.18
0.500 163.13
0.382 163.07
LOW 162.90
0.618 162.62
1.000 162.45
1.618 162.17
2.618 161.72
4.250 160.99
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 163.13 162.90
PP 163.08 162.82
S1 163.03 162.74

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.