Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 164.87 165.02 0.15 0.1% 164.11
High 165.61 165.44 -0.17 -0.1% 164.98
Low 164.72 164.87 0.15 0.1% 163.84
Close 165.21 165.24 0.03 0.0% 164.85
Range 0.89 0.57 -0.32 -36.0% 1.14
ATR 0.58 0.58 0.00 -0.2% 0.00
Volume 604,740 610,617 5,877 1.0% 3,270,573
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 166.89 166.64 165.55
R3 166.32 166.07 165.40
R2 165.75 165.75 165.34
R1 165.50 165.50 165.29 165.63
PP 165.18 165.18 165.18 165.25
S1 164.93 164.93 165.19 165.06
S2 164.61 164.61 165.14
S3 164.04 164.36 165.08
S4 163.47 163.79 164.93
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
5 165.61 164.43 1.18 0.7% 0.52 0.3% 69% False False 620,059
10 165.61 162.85 2.76 1.7% 0.58 0.3% 87% False False 691,902
20 165.61 162.12 3.49 2.1% 0.57 0.3% 89% False False 399,652
40 165.61 160.43 5.18 3.1% 0.57 0.3% 93% False False 204,799
60 165.61 160.43 5.18 3.1% 0.49 0.3% 93% False False 137,655
80 165.61 160.12 5.49 3.3% 0.43 0.3% 93% False False 103,249
100 165.61 157.76 7.85 4.8% 0.34 0.2% 95% False False 82,599
120 165.61 155.15 10.46 6.3% 0.29 0.2% 96% False False 68,833
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.86
2.618 166.93
1.618 166.36
1.000 166.01
0.618 165.79
HIGH 165.44
0.618 165.22
0.500 165.16
0.382 165.09
LOW 164.87
0.618 164.52
1.000 164.30
1.618 163.95
2.618 163.38
4.250 162.45
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 165.21 165.20
PP 165.18 165.15
S1 165.16 165.11

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.