Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 162.75 162.16 -0.59 -0.4% 163.45
High 162.82 163.40 0.58 0.4% 164.00
Low 161.94 160.81 -1.13 -0.7% 162.11
Close 162.21 161.16 -1.05 -0.6% 162.22
Range 0.88 2.59 1.71 194.3% 1.89
ATR 0.80 0.92 0.13 16.1% 0.00
Volume 1,170,334 667,399 -502,935 -43.0% 2,877,950
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 169.56 167.95 162.58
R3 166.97 165.36 161.87
R2 164.38 164.38 161.63
R1 162.77 162.77 161.40 162.28
PP 161.79 161.79 161.79 161.55
S1 160.18 160.18 160.92 159.69
S2 159.20 159.20 160.69
S3 156.61 157.59 160.45
S4 154.02 155.00 159.74
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 168.45 167.22 163.26
R3 166.56 165.33 162.74
R2 164.67 164.67 162.57
R1 163.44 163.44 162.39 163.11
PP 162.78 162.78 162.78 162.61
S1 161.55 161.55 162.05 161.22
S2 160.89 160.89 161.87
S3 159.00 159.66 161.70
S4 157.11 157.77 161.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.40 160.81 2.59 1.6% 1.12 0.7% 14% True True 812,875
10 164.00 160.81 3.19 2.0% 0.93 0.6% 11% False True 616,623
20 164.00 160.81 3.19 2.0% 0.81 0.5% 11% False True 317,921
40 164.00 157.33 6.67 4.1% 0.70 0.4% 57% False False 161,030
60 164.00 154.70 9.30 5.8% 0.59 0.4% 69% False False 107,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 174.41
2.618 170.18
1.618 167.59
1.000 165.99
0.618 165.00
HIGH 163.40
0.618 162.41
0.500 162.11
0.382 161.80
LOW 160.81
0.618 159.21
1.000 158.22
1.618 156.62
2.618 154.03
4.250 149.80
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 162.11 162.11
PP 161.79 161.79
S1 161.48 161.48

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

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