Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 163.95 164.35 0.40 0.2% 162.66
High 164.52 164.69 0.17 0.1% 164.25
Low 163.84 164.15 0.31 0.2% 162.36
Close 164.44 164.36 -0.08 0.0% 164.10
Range 0.68 0.54 -0.14 -20.6% 1.89
ATR 0.60 0.60 0.00 -0.7% 0.00
Volume 581,330 561,869 -19,461 -3.3% 2,496,451
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 166.02 165.73 164.66
R3 165.48 165.19 164.51
R2 164.94 164.94 164.46
R1 164.65 164.65 164.41 164.80
PP 164.40 164.40 164.40 164.47
S1 164.11 164.11 164.31 164.26
S2 163.86 163.86 164.26
S3 163.32 163.57 164.21
S4 162.78 163.03 164.06
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
5 164.69 162.85 1.84 1.1% 0.63 0.4% 82% True False 763,745
10 164.69 162.13 2.56 1.6% 0.62 0.4% 87% True False 477,731
20 164.69 162.12 2.57 1.6% 0.58 0.4% 87% True False 248,491
40 164.69 160.43 4.26 2.6% 0.54 0.3% 92% True False 127,722
60 164.69 160.12 4.57 2.8% 0.47 0.3% 93% True False 85,984
80 164.69 160.12 4.57 2.8% 0.40 0.2% 93% True False 64,495
100 164.69 156.54 8.15 5.0% 0.32 0.2% 96% True False 51,596
120 164.69 154.85 9.84 6.0% 0.27 0.2% 97% True False 42,997
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.99
2.618 166.10
1.618 165.56
1.000 165.23
0.618 165.02
HIGH 164.69
0.618 164.48
0.500 164.42
0.382 164.36
LOW 164.15
0.618 163.82
1.000 163.61
1.618 163.28
2.618 162.74
4.250 161.86
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 164.42 164.33
PP 164.40 164.30
S1 164.38 164.27

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

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