Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 164.11 163.95 -0.16 -0.1% 162.66
High 164.20 164.52 0.32 0.2% 164.25
Low 163.86 163.84 -0.02 0.0% 162.36
Close 163.95 164.44 0.49 0.3% 164.10
Range 0.34 0.68 0.34 100.0% 1.89
ATR 0.59 0.60 0.01 1.0% 0.00
Volume 1,030,057 581,330 -448,727 -43.6% 2,496,451
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 166.31 166.05 164.81
R3 165.63 165.37 164.63
R2 164.95 164.95 164.56
R1 164.69 164.69 164.50 164.82
PP 164.27 164.27 164.27 164.33
S1 164.01 164.01 164.38 164.14
S2 163.59 163.59 164.32
S3 162.91 163.33 164.25
S4 162.23 162.65 164.07
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
5 164.52 162.85 1.67 1.0% 0.59 0.4% 95% True False 761,033
10 164.52 162.13 2.39 1.5% 0.60 0.4% 97% True False 425,214
20 164.52 162.12 2.40 1.5% 0.57 0.3% 97% True False 220,487
40 164.52 160.43 4.09 2.5% 0.54 0.3% 98% True False 114,010
60 164.52 160.12 4.40 2.7% 0.47 0.3% 98% True False 76,620
80 164.52 160.12 4.40 2.7% 0.39 0.2% 98% True False 57,472
100 164.52 156.54 7.98 4.9% 0.31 0.2% 99% True False 45,977
120 164.52 154.85 9.67 5.9% 0.26 0.2% 99% True False 38,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.41
2.618 166.30
1.618 165.62
1.000 165.20
0.618 164.94
HIGH 164.52
0.618 164.26
0.500 164.18
0.382 164.10
LOW 163.84
0.618 163.42
1.000 163.16
1.618 162.74
2.618 162.06
4.250 160.95
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 164.35 164.28
PP 164.27 164.12
S1 164.18 163.97

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.