Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 164.95 164.87 -0.08 0.0% 164.11
High 164.95 165.61 0.66 0.4% 164.98
Low 164.60 164.72 0.12 0.1% 163.84
Close 164.70 165.21 0.51 0.3% 164.85
Range 0.35 0.89 0.54 154.3% 1.14
ATR 0.56 0.58 0.03 4.5% 0.00
Volume 787,621 604,740 -182,881 -23.2% 3,270,573
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 167.85 167.42 165.70
R3 166.96 166.53 165.45
R2 166.07 166.07 165.37
R1 165.64 165.64 165.29 165.86
PP 165.18 165.18 165.18 165.29
S1 164.75 164.75 165.13 164.97
S2 164.29 164.29 165.05
S3 163.40 163.86 164.97
S4 162.51 162.97 164.72
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 167.98 167.55 165.48
R3 166.84 166.41 165.16
R2 165.70 165.70 165.06
R1 165.27 165.27 164.95 165.49
PP 164.56 164.56 164.56 164.66
S1 164.13 164.13 164.75 164.35
S2 163.42 163.42 164.64
S3 162.28 162.99 164.54
S4 161.14 161.85 164.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.61 164.15 1.46 0.9% 0.52 0.3% 73% True False 610,309
10 165.61 162.85 2.76 1.7% 0.55 0.3% 86% True False 685,671
20 165.61 162.12 3.49 2.1% 0.57 0.3% 89% True False 370,048
40 165.61 160.43 5.18 3.1% 0.56 0.3% 92% True False 189,552
60 165.61 160.43 5.18 3.1% 0.49 0.3% 92% True False 127,478
80 165.61 160.12 5.49 3.3% 0.42 0.3% 93% True False 95,616
100 165.61 157.56 8.05 4.9% 0.34 0.2% 95% True False 76,493
120 165.61 155.15 10.46 6.3% 0.28 0.2% 96% True False 63,744
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 169.39
2.618 167.94
1.618 167.05
1.000 166.50
0.618 166.16
HIGH 165.61
0.618 165.27
0.500 165.17
0.382 165.06
LOW 164.72
0.618 164.17
1.000 163.83
1.618 163.28
2.618 162.39
4.250 160.94
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 165.20 165.17
PP 165.18 165.12
S1 165.17 165.08

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

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