Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 163.48 164.11 0.63 0.4% 162.66
High 164.25 164.20 -0.05 0.0% 164.25
Low 163.41 163.86 0.45 0.3% 162.36
Close 164.10 163.95 -0.15 -0.1% 164.10
Range 0.84 0.34 -0.50 -59.5% 1.89
ATR 0.61 0.59 -0.02 -3.2% 0.00
Volume 892,474 1,030,057 137,583 15.4% 2,496,451
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 165.02 164.83 164.14
R3 164.68 164.49 164.04
R2 164.34 164.34 164.01
R1 164.15 164.15 163.98 164.08
PP 164.00 164.00 164.00 163.97
S1 163.81 163.81 163.92 163.74
S2 163.66 163.66 163.89
S3 163.32 163.47 163.86
S4 162.98 163.13 163.76
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% 0.62 0.4% 84% False False 705,301
10 164.25 162.13 2.12 1.3% 0.60 0.4% 86% False False 368,951
20 164.25 162.12 2.13 1.3% 0.56 0.3% 86% False False 192,069
40 164.25 160.43 3.82 2.3% 0.54 0.3% 92% False False 99,585
60 164.25 160.12 4.13 2.5% 0.48 0.3% 93% False False 66,934
80 164.25 160.12 4.13 2.5% 0.38 0.2% 93% False False 50,205
100 164.25 156.06 8.19 5.0% 0.31 0.2% 96% False False 40,164
120 164.25 154.85 9.40 5.7% 0.26 0.2% 97% False False 33,470
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 165.65
2.618 165.09
1.618 164.75
1.000 164.54
0.618 164.41
HIGH 164.20
0.618 164.07
0.500 164.03
0.382 163.99
LOW 163.86
0.618 163.65
1.000 163.52
1.618 163.31
2.618 162.97
4.250 162.42
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 164.03 163.82
PP 164.00 163.68
S1 163.98 163.55

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

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