Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 163.89 164.10 0.21 0.1% 163.10
High 164.43 164.28 -0.15 -0.1% 163.84
Low 163.87 163.72 -0.15 -0.1% 163.03
Close 164.19 163.90 -0.29 -0.2% 163.51
Range 0.56 0.56 0.00 0.0% 0.81
ATR 0.77 0.75 -0.01 -1.9% 0.00
Volume 617,477 662,282 44,805 7.3% 2,136,212
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 165.65 165.33 164.21
R3 165.09 164.77 164.05
R2 164.53 164.53 164.00
R1 164.21 164.21 163.95 164.09
PP 163.97 163.97 163.97 163.91
S1 163.65 163.65 163.85 163.53
S2 163.41 163.41 163.80
S3 162.85 163.09 163.75
S4 162.29 162.53 163.59
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 165.89 165.51 163.96
R3 165.08 164.70 163.73
R2 164.27 164.27 163.66
R1 163.89 163.89 163.58 164.08
PP 163.46 163.46 163.46 163.56
S1 163.08 163.08 163.44 163.27
S2 162.65 162.65 163.36
S3 161.84 162.27 163.29
S4 161.03 161.46 163.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.43 163.03 1.40 0.9% 0.56 0.3% 62% False False 594,836
10 164.43 162.22 2.21 1.3% 0.62 0.4% 76% False False 550,004
20 164.43 160.81 3.62 2.2% 0.78 0.5% 85% False False 602,337
40 164.43 160.81 3.62 2.2% 0.76 0.5% 85% False False 398,613
60 164.43 156.28 8.15 5.0% 0.69 0.4% 93% False False 266,935
80 164.43 154.70 9.73 5.9% 0.59 0.4% 95% False False 200,247
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0.11
Fibonacci Retracements and Extensions
4.250 166.66
2.618 165.75
1.618 165.19
1.000 164.84
0.618 164.63
HIGH 164.28
0.618 164.07
0.500 164.00
0.382 163.93
LOW 163.72
0.618 163.37
1.000 163.16
1.618 162.81
2.618 162.25
4.250 161.34
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 164.00 163.93
PP 163.97 163.92
S1 163.93 163.91

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

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