Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 28-Jun-2016
Day Change Summary
Previous Current
27-Jun-2016 28-Jun-2016 Change Change % Previous Week
Open 166.05 166.71 0.66 0.4% 164.58
High 166.92 166.90 -0.02 0.0% 168.86
Low 166.02 166.27 0.25 0.2% 163.52
Close 166.69 166.86 0.17 0.1% 165.99
Range 0.90 0.63 -0.27 -30.0% 5.34
ATR 0.93 0.91 -0.02 -2.3% 0.00
Volume 530,697 519,761 -10,936 -2.1% 3,271,479
Daily Pivots for day following 28-Jun-2016
Classic Woodie Camarilla DeMark
R4 168.57 168.34 167.21
R3 167.94 167.71 167.03
R2 167.31 167.31 166.98
R1 167.08 167.08 166.92 167.20
PP 166.68 166.68 166.68 166.73
S1 166.45 166.45 166.80 166.57
S2 166.05 166.05 166.74
S3 165.42 165.82 166.69
S4 164.79 165.19 166.51
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% 1.28 0.8% 63% False False 658,030
10 168.86 163.52 5.34 3.2% 0.93 0.6% 63% False False 614,040
20 168.86 162.85 6.01 3.6% 0.74 0.4% 67% False False 649,856
40 168.86 160.97 7.89 4.7% 0.66 0.4% 75% False False 341,425
60 168.86 160.43 8.43 5.1% 0.59 0.4% 76% False False 229,544
80 168.86 160.12 8.74 5.2% 0.53 0.3% 77% False False 172,371
100 168.86 160.05 8.81 5.3% 0.43 0.3% 77% False False 137,897
120 168.86 155.69 13.17 7.9% 0.36 0.2% 85% False False 114,914
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 169.58
2.618 168.55
1.618 167.92
1.000 167.53
0.618 167.29
HIGH 166.90
0.618 166.66
0.500 166.59
0.382 166.51
LOW 166.27
0.618 165.88
1.000 165.64
1.618 165.25
2.618 164.62
4.250 163.59
Fisher Pivots for day following 28-Jun-2016
Pivot 1 day 3 day
R1 166.77 167.23
PP 166.68 167.10
S1 166.59 166.98

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

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