Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 163.09 163.48 0.39 0.2% 162.66
High 163.59 164.25 0.66 0.4% 164.25
Low 162.85 163.41 0.56 0.3% 162.36
Close 163.49 164.10 0.61 0.4% 164.10
Range 0.74 0.84 0.10 13.5% 1.89
ATR 0.60 0.61 0.02 2.9% 0.00
Volume 752,999 892,474 139,475 18.5% 2,496,451
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 166.44 166.11 164.56
R3 165.60 165.27 164.33
R2 164.76 164.76 164.25
R1 164.43 164.43 164.18 164.60
PP 163.92 163.92 163.92 164.00
S1 163.59 163.59 164.02 163.76
S2 163.08 163.08 163.95
S3 162.24 162.75 163.87
S4 161.40 161.91 163.64
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 169.24 168.56 165.14
R3 167.35 166.67 164.62
R2 165.46 165.46 164.45
R1 164.78 164.78 164.27 165.12
PP 163.57 163.57 163.57 163.74
S1 162.89 162.89 163.93 163.23
S2 161.68 161.68 163.75
S3 159.79 161.00 163.58
S4 157.90 159.11 163.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.25 162.36 1.89 1.2% 0.64 0.4% 92% True False 502,773
10 164.25 162.13 2.12 1.3% 0.60 0.4% 93% True False 268,402
20 164.25 162.12 2.13 1.3% 0.56 0.3% 93% True False 141,056
40 164.25 160.43 3.82 2.3% 0.53 0.3% 96% True False 73,925
60 164.25 160.12 4.13 2.5% 0.49 0.3% 96% True False 49,767
80 164.25 160.12 4.13 2.5% 0.38 0.2% 96% True False 37,330
100 164.25 156.06 8.19 5.0% 0.30 0.2% 98% True False 29,864
120 164.25 154.85 9.40 5.7% 0.25 0.2% 98% True False 24,887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 167.82
2.618 166.45
1.618 165.61
1.000 165.09
0.618 164.77
HIGH 164.25
0.618 163.93
0.500 163.83
0.382 163.73
LOW 163.41
0.618 162.89
1.000 162.57
1.618 162.05
2.618 161.21
4.250 159.84
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 164.01 163.92
PP 163.92 163.73
S1 163.83 163.55

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

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