Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 162.66 163.14 0.48 0.3% 162.63
High 163.20 163.39 0.19 0.1% 163.35
Low 162.36 163.04 0.68 0.4% 162.13
Close 162.94 163.12 0.18 0.1% 162.98
Range 0.84 0.35 -0.49 -58.3% 1.22
ATR 0.60 0.59 -0.01 -1.8% 0.00
Volume 302,669 548,309 245,640 81.2% 163,004
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 164.23 164.03 163.31
R3 163.88 163.68 163.22
R2 163.53 163.53 163.18
R1 163.33 163.33 163.15 163.26
PP 163.18 163.18 163.18 163.15
S1 162.98 162.98 163.09 162.91
S2 162.83 162.83 163.06
S3 162.48 162.63 163.02
S4 162.13 162.28 162.93
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
5 163.39 162.13 1.26 0.8% 0.61 0.4% 79% True False 191,718
10 163.39 162.12 1.27 0.8% 0.57 0.3% 79% True False 107,402
20 163.52 161.74 1.78 1.1% 0.55 0.3% 78% False False 59,730
40 163.61 160.43 3.18 1.9% 0.52 0.3% 85% False False 32,982
60 163.61 160.12 3.49 2.1% 0.47 0.3% 86% False False 22,348
80 163.61 160.12 3.49 2.1% 0.36 0.2% 86% False False 16,761
100 163.61 155.69 7.92 4.9% 0.29 0.2% 94% False False 13,409
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 164.88
2.618 164.31
1.618 163.96
1.000 163.74
0.618 163.61
HIGH 163.39
0.618 163.26
0.500 163.22
0.382 163.17
LOW 163.04
0.618 162.82
1.000 162.69
1.618 162.47
2.618 162.12
4.250 161.55
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 163.22 163.04
PP 163.18 162.96
S1 163.15 162.88

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.