Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 162.47 162.30 -0.17 -0.1% 161.72
High 163.05 162.93 -0.12 -0.1% 162.81
Low 162.30 162.22 -0.08 0.0% 161.02
Close 162.54 162.73 0.19 0.1% 162.44
Range 0.75 0.71 -0.04 -5.3% 1.79
ATR 0.86 0.85 -0.01 -1.3% 0.00
Volume 499,944 435,116 -64,828 -13.0% 2,938,467
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 164.76 164.45 163.12
R3 164.05 163.74 162.93
R2 163.34 163.34 162.86
R1 163.03 163.03 162.80 163.19
PP 162.63 162.63 162.63 162.70
S1 162.32 162.32 162.66 162.48
S2 161.92 161.92 162.60
S3 161.21 161.61 162.53
S4 160.50 160.90 162.34
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 167.46 166.74 163.42
R3 165.67 164.95 162.93
R2 163.88 163.88 162.77
R1 163.16 163.16 162.60 163.52
PP 162.09 162.09 162.09 162.27
S1 161.37 161.37 162.28 161.73
S2 160.30 160.30 162.11
S3 158.51 159.58 161.95
S4 156.72 157.79 161.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.05 161.88 1.17 0.7% 0.67 0.4% 73% False False 507,829
10 163.40 160.81 2.59 1.6% 0.93 0.6% 74% False False 567,255
20 164.00 160.81 3.19 2.0% 0.83 0.5% 60% False False 559,526
40 164.00 159.51 4.49 2.8% 0.77 0.5% 72% False False 285,619
60 164.00 155.39 8.61 5.3% 0.65 0.4% 85% False False 190,895
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165.95
2.618 164.79
1.618 164.08
1.000 163.64
0.618 163.37
HIGH 162.93
0.618 162.66
0.500 162.58
0.382 162.49
LOW 162.22
0.618 161.78
1.000 161.51
1.618 161.07
2.618 160.36
4.250 159.20
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 162.68 162.69
PP 162.63 162.66
S1 162.58 162.62

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

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