Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 22-Jun-2016
Day Change Summary
Previous Current
21-Jun-2016 22-Jun-2016 Change Change % Previous Week
Open 164.37 164.38 0.01 0.0% 164.95
High 164.59 164.67 0.08 0.0% 165.68
Low 164.08 164.17 0.09 0.1% 164.60
Close 164.44 164.23 -0.21 -0.1% 164.87
Range 0.51 0.50 -0.01 -2.0% 1.08
ATR 0.60 0.59 -0.01 -1.2% 0.00
Volume 499,269 737,186 237,917 47.7% 3,210,829
Daily Pivots for day following 22-Jun-2016
Classic Woodie Camarilla DeMark
R4 165.86 165.54 164.51
R3 165.36 165.04 164.37
R2 164.86 164.86 164.32
R1 164.54 164.54 164.28 164.45
PP 164.36 164.36 164.36 164.31
S1 164.04 164.04 164.18 163.95
S2 163.86 163.86 164.14
S3 163.36 163.54 164.09
S4 162.86 163.04 163.96
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 168.29 167.66 165.46
R3 167.21 166.58 165.17
R2 166.13 166.13 165.07
R1 165.50 165.50 164.97 165.28
PP 165.05 165.05 165.05 164.94
S1 164.42 164.42 164.77 164.20
S2 163.97 163.97 164.67
S3 162.89 163.34 164.57
S4 161.81 162.26 164.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.68 164.08 1.60 1.0% 0.56 0.3% 9% False False 595,364
10 165.68 164.08 1.60 1.0% 0.54 0.3% 9% False False 607,711
20 165.68 162.13 3.55 2.2% 0.58 0.4% 59% False False 542,721
40 165.68 160.52 5.16 3.1% 0.57 0.3% 72% False False 278,122
60 165.68 160.43 5.25 3.2% 0.51 0.3% 72% False False 187,128
80 165.68 160.12 5.56 3.4% 0.46 0.3% 74% False False 140,459
100 165.68 159.31 6.37 3.9% 0.37 0.2% 77% False False 112,367
120 165.68 155.15 10.53 6.4% 0.31 0.2% 86% False False 93,640
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.14
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 166.80
2.618 165.98
1.618 165.48
1.000 165.17
0.618 164.98
HIGH 164.67
0.618 164.48
0.500 164.42
0.382 164.36
LOW 164.17
0.618 163.86
1.000 163.67
1.618 163.36
2.618 162.86
4.250 162.05
Fisher Pivots for day following 22-Jun-2016
Pivot 1 day 3 day
R1 164.42 164.40
PP 164.36 164.34
S1 164.29 164.29

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

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