Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 163.04 162.66 -0.38 -0.2% 162.63
High 163.35 163.20 -0.15 -0.1% 163.35
Low 162.90 162.36 -0.54 -0.3% 162.13
Close 162.98 162.94 -0.04 0.0% 162.98
Range 0.45 0.84 0.39 86.7% 1.22
ATR 0.58 0.60 0.02 3.2% 0.00
Volume 17,416 302,669 285,253 1,637.9% 163,004
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 165.35 164.99 163.40
R3 164.51 164.15 163.17
R2 163.67 163.67 163.09
R1 163.31 163.31 163.02 163.49
PP 162.83 162.83 162.83 162.93
S1 162.47 162.47 162.86 162.65
S2 161.99 161.99 162.79
S3 161.15 161.63 162.71
S4 160.31 160.79 162.48
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% 0.61 0.4% 66% False False 89,395
10 163.35 162.12 1.23 0.8% 0.59 0.4% 67% False False 54,425
20 163.52 160.97 2.55 1.6% 0.58 0.4% 77% False False 32,994
40 163.61 160.43 3.18 2.0% 0.51 0.3% 79% False False 19,389
60 163.61 160.12 3.49 2.1% 0.46 0.3% 81% False False 13,210
80 163.61 160.05 3.56 2.2% 0.35 0.2% 81% False False 9,907
100 163.61 155.69 7.92 4.9% 0.28 0.2% 92% False False 7,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 166.77
2.618 165.40
1.618 164.56
1.000 164.04
0.618 163.72
HIGH 163.20
0.618 162.88
0.500 162.78
0.382 162.68
LOW 162.36
0.618 161.84
1.000 161.52
1.618 161.00
2.618 160.16
4.250 158.79
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 162.89 162.91
PP 162.83 162.88
S1 162.78 162.86

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

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