Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 163.45 163.94 0.49 0.3% 162.41
High 164.00 163.95 -0.05 0.0% 163.61
Low 163.32 163.17 -0.15 -0.1% 162.14
Close 163.95 163.37 -0.58 -0.4% 163.32
Range 0.68 0.78 0.10 14.7% 1.47
ATR 0.72 0.73 0.00 0.6% 0.00
Volume 216,958 485,323 268,365 123.7% 196,285
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 165.84 165.38 163.80
R3 165.06 164.60 163.58
R2 164.28 164.28 163.51
R1 163.82 163.82 163.44 163.66
PP 163.50 163.50 163.50 163.42
S1 163.04 163.04 163.30 162.88
S2 162.72 162.72 163.23
S3 161.94 162.26 163.16
S4 161.16 161.48 162.94
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 167.43 166.85 164.13
R3 165.96 165.38 163.72
R2 164.49 164.49 163.59
R1 163.91 163.91 163.45 164.20
PP 163.02 163.02 163.02 163.17
S1 162.44 162.44 163.19 162.73
S2 161.55 161.55 163.05
S3 160.08 160.97 162.92
S4 158.61 159.50 162.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.00 162.89 1.11 0.7% 0.62 0.4% 43% False False 164,180
10 164.00 161.42 2.58 1.6% 0.66 0.4% 76% False False 97,204
20 164.00 160.75 3.25 2.0% 0.71 0.4% 81% False False 50,778
40 164.00 156.28 7.72 4.7% 0.61 0.4% 92% False False 26,683
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 0.10
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 167.27
2.618 165.99
1.618 165.21
1.000 164.73
0.618 164.43
HIGH 163.95
0.618 163.65
0.500 163.56
0.382 163.47
LOW 163.17
0.618 162.69
1.000 162.39
1.618 161.91
2.618 161.13
4.250 159.86
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 163.56 163.58
PP 163.50 163.51
S1 163.43 163.44

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

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