Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 161.84 161.65 -0.19 -0.1% 162.20
High 161.84 161.65 -0.19 -0.1% 163.00
Low 161.67 161.11 -0.56 -0.3% 162.14
Close 161.67 161.37 -0.30 -0.2% 162.27
Range 0.17 0.54 0.37 217.6% 0.86
ATR 0.42 0.43 0.01 2.5% 0.00
Volume 14 28 14 100.0% 93
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 163.00 162.72 161.67
R3 162.46 162.18 161.52
R2 161.92 161.92 161.47
R1 161.64 161.64 161.42 161.51
PP 161.38 161.38 161.38 161.31
S1 161.10 161.10 161.32 160.97
S2 160.84 160.84 161.27
S3 160.30 160.56 161.22
S4 159.76 160.02 161.07
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 165.05 164.52 162.74
R3 164.19 163.66 162.51
R2 163.33 163.33 162.43
R1 162.80 162.80 162.35 163.07
PP 162.47 162.47 162.47 162.60
S1 161.94 161.94 162.19 162.21
S2 161.61 161.61 162.11
S3 160.75 161.08 162.03
S4 159.89 160.22 161.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.63 161.11 1.52 0.9% 0.35 0.2% 17% False True 16
10 163.00 161.11 1.89 1.2% 0.35 0.2% 14% False True 18
20 163.00 159.98 3.02 1.9% 0.29 0.2% 46% False False 17
40 163.00 159.36 3.64 2.3% 0.26 0.2% 55% False False 10
60 163.00 159.13 3.87 2.4% 0.17 0.1% 58% False False 6
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 0.06
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 163.95
2.618 163.06
1.618 162.52
1.000 162.19
0.618 161.98
HIGH 161.65
0.618 161.44
0.500 161.38
0.382 161.32
LOW 161.11
0.618 160.78
1.000 160.57
1.618 160.24
2.618 159.70
4.250 158.82
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 161.38 161.57
PP 161.38 161.50
S1 161.37 161.44

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

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