Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 163.94 163.15 -0.79 -0.5% 162.41
High 163.95 163.18 -0.77 -0.5% 163.61
Low 163.17 162.41 -0.76 -0.5% 162.14
Close 163.37 162.56 -0.81 -0.5% 163.32
Range 0.78 0.77 -0.01 -1.3% 1.47
ATR 0.73 0.74 0.02 2.3% 0.00
Volume 485,323 627,176 141,853 29.2% 196,285
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 165.03 164.56 162.98
R3 164.26 163.79 162.77
R2 163.49 163.49 162.70
R1 163.02 163.02 162.63 162.87
PP 162.72 162.72 162.72 162.64
S1 162.25 162.25 162.49 162.10
S2 161.95 161.95 162.42
S3 161.18 161.48 162.35
S4 160.41 160.71 162.14
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
5 164.00 162.41 1.59 1.0% 0.64 0.4% 9% False True 286,334
10 164.00 161.65 2.35 1.4% 0.68 0.4% 39% False False 158,165
20 164.00 160.88 3.12 1.9% 0.71 0.4% 54% False False 82,010
40 164.00 156.28 7.72 4.7% 0.62 0.4% 81% False False 42,330
60 164.00 154.70 9.30 5.7% 0.49 0.3% 85% False False 28,266
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.45
2.618 165.20
1.618 164.43
1.000 163.95
0.618 163.66
HIGH 163.18
0.618 162.89
0.500 162.80
0.382 162.70
LOW 162.41
0.618 161.93
1.000 161.64
1.618 161.16
2.618 160.39
4.250 159.14
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 162.80 163.21
PP 162.72 162.99
S1 162.64 162.78

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

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