Euro Bund Future December 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 165.63 163.50 -2.13 -1.3% 161.92
High 165.63 164.10 -1.53 -0.9% 165.63
Low 163.21 163.50 0.29 0.2% 161.11
Close 163.27 163.96 0.69 0.4% 163.27
Range 2.42 0.60 -1.82 -75.2% 4.52
ATR 0.70 0.71 0.01 1.3% 0.00
Volume 16 75 59 368.8% 88
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 165.65 165.41 164.29
R3 165.05 164.81 164.13
R2 164.45 164.45 164.07
R1 164.21 164.21 164.02 164.33
PP 163.85 163.85 163.85 163.92
S1 163.61 163.61 163.91 163.73
S2 163.25 163.25 163.85
S3 162.65 163.01 163.80
S4 162.05 162.41 163.63
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 176.90 174.60 165.76
R3 172.38 170.08 164.51
R2 167.86 167.86 164.10
R1 165.56 165.56 163.68 166.71
PP 163.34 163.34 163.34 163.91
S1 161.04 161.04 162.86 162.19
S2 158.82 158.82 162.44
S3 154.30 156.52 162.03
S4 149.78 152.00 160.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.63 161.11 4.52 2.8% 0.82 0.5% 63% False False 27
10 165.63 161.11 4.52 2.8% 0.61 0.4% 63% False False 22
20 165.63 160.30 5.33 3.3% 0.44 0.3% 69% False False 21
40 165.63 159.58 6.05 3.7% 0.33 0.2% 72% False False 12
60 165.63 159.13 6.50 4.0% 0.22 0.1% 74% False False 8
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 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.65
2.618 165.67
1.618 165.07
1.000 164.70
0.618 164.47
HIGH 164.10
0.618 163.87
0.500 163.80
0.382 163.73
LOW 163.50
0.618 163.13
1.000 162.90
1.618 162.53
2.618 161.93
4.250 160.95
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 163.91 163.76
PP 163.85 163.57
S1 163.80 163.37

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

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