Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 168.50 166.05 -2.45 -1.5% 164.58
High 168.86 166.92 -1.94 -1.1% 168.86
Low 165.59 166.02 0.43 0.3% 163.52
Close 165.99 166.69 0.70 0.4% 165.99
Range 3.27 0.90 -2.37 -72.5% 5.34
ATR 0.93 0.93 0.00 0.0% 0.00
Volume 621,558 530,697 -90,861 -14.6% 3,271,479
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 169.24 168.87 167.19
R3 168.34 167.97 166.94
R2 167.44 167.44 166.86
R1 167.07 167.07 166.77 167.26
PP 166.54 166.54 166.54 166.64
S1 166.17 166.17 166.61 166.36
S2 165.64 165.64 166.53
S3 164.74 165.27 166.44
S4 163.84 164.37 166.20
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 182.14 179.41 168.93
R3 176.80 174.07 167.46
R2 171.46 171.46 166.97
R1 168.73 168.73 166.48 170.10
PP 166.12 166.12 166.12 166.81
S1 163.39 163.39 165.50 164.76
S2 160.78 160.78 165.01
S3 155.44 158.05 164.52
S4 150.10 152.71 163.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168.86 163.52 5.34 3.2% 1.26 0.8% 59% False False 653,932
10 168.86 163.52 5.34 3.2% 0.95 0.6% 59% False False 622,538
20 168.86 162.36 6.50 3.9% 0.75 0.4% 67% False False 639,001
40 168.86 160.79 8.07 4.8% 0.66 0.4% 73% False False 328,595
60 168.86 160.43 8.43 5.1% 0.58 0.3% 74% False False 220,917
80 168.86 160.12 8.74 5.2% 0.53 0.3% 75% False False 165,874
100 168.86 159.95 8.91 5.3% 0.42 0.3% 76% False False 132,699
120 168.86 155.53 13.33 8.0% 0.35 0.2% 84% False False 110,583
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 170.75
2.618 169.28
1.618 168.38
1.000 167.82
0.618 167.48
HIGH 166.92
0.618 166.58
0.500 166.47
0.382 166.36
LOW 166.02
0.618 165.46
1.000 165.12
1.618 164.56
2.618 163.66
4.250 162.20
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 166.62 166.52
PP 166.54 166.36
S1 166.47 166.19

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

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