Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 157.60 158.28 0.68 0.4% 157.17
High 157.79 158.74 0.95 0.6% 157.85
Low 157.38 158.26 0.88 0.6% 156.28
Close 157.62 158.56 0.94 0.6% 157.85
Range 0.41 0.48 0.07 17.1% 1.57
ATR 0.61 0.64 0.04 6.0% 0.00
Volume 2,279 328 -1,951 -85.6% 6,063
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 159.96 159.74 158.82
R3 159.48 159.26 158.69
R2 159.00 159.00 158.65
R1 158.78 158.78 158.60 158.89
PP 158.52 158.52 158.52 158.58
S1 158.30 158.30 158.52 158.41
S2 158.04 158.04 158.47
S3 157.56 157.82 158.43
S4 157.08 157.34 158.30
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 162.04 161.51 158.71
R3 160.47 159.94 158.28
R2 158.90 158.90 158.14
R1 158.37 158.37 157.99 158.64
PP 157.33 157.33 157.33 157.46
S1 156.80 156.80 157.71 157.07
S2 155.76 155.76 157.56
S3 154.19 155.23 157.42
S4 152.62 153.66 156.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.74 157.07 1.67 1.1% 0.48 0.3% 89% True False 795
10 158.74 156.28 2.46 1.6% 0.52 0.3% 93% True False 899
20 158.74 155.33 3.41 2.2% 0.37 0.2% 95% True False 537
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 160.78
2.618 160.00
1.618 159.52
1.000 159.22
0.618 159.04
HIGH 158.74
0.618 158.56
0.500 158.50
0.382 158.44
LOW 158.26
0.618 157.96
1.000 157.78
1.618 157.48
2.618 157.00
4.250 156.22
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 158.54 158.39
PP 158.52 158.23
S1 158.50 158.06

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

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