Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 21-Apr-2016
Day Change Summary
Previous Current
20-Apr-2016 21-Apr-2016 Change Change % Previous Week
Open 163.52 163.22 -0.30 -0.2% 164.40
High 163.74 163.34 -0.40 -0.2% 164.60
Low 163.19 162.33 -0.86 -0.5% 163.16
Close 163.68 162.49 -1.19 -0.7% 163.88
Range 0.55 1.01 0.46 83.6% 1.44
ATR 0.71 0.76 0.05 6.4% 0.00
Volume 984,561 551,579 -432,982 -44.0% 3,181,233
Daily Pivots for day following 21-Apr-2016
Classic Woodie Camarilla DeMark
R4 165.75 165.13 163.05
R3 164.74 164.12 162.77
R2 163.73 163.73 162.68
R1 163.11 163.11 162.58 162.92
PP 162.72 162.72 162.72 162.62
S1 162.10 162.10 162.40 161.91
S2 161.71 161.71 162.30
S3 160.70 161.09 162.21
S4 159.69 160.08 161.93
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 168.20 167.48 164.67
R3 166.76 166.04 164.28
R2 165.32 165.32 164.14
R1 164.60 164.60 164.01 164.24
PP 163.88 163.88 163.88 163.70
S1 163.16 163.16 163.75 162.80
S2 162.44 162.44 163.62
S3 161.00 161.72 163.48
S4 159.56 160.28 163.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.17 162.33 1.84 1.1% 0.72 0.4% 9% False True 667,189
10 164.60 162.33 2.27 1.4% 0.72 0.4% 7% False True 656,332
20 164.60 162.22 2.38 1.5% 0.66 0.4% 11% False False 598,633
40 164.60 160.81 3.79 2.3% 0.75 0.5% 44% False False 568,611
60 164.60 159.05 5.55 3.4% 0.73 0.5% 62% False False 382,764
80 164.60 155.39 9.21 5.7% 0.65 0.4% 77% False False 287,391
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 0.12
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 167.63
2.618 165.98
1.618 164.97
1.000 164.35
0.618 163.96
HIGH 163.34
0.618 162.95
0.500 162.84
0.382 162.72
LOW 162.33
0.618 161.71
1.000 161.32
1.618 160.70
2.618 159.69
4.250 158.04
Fisher Pivots for day following 21-Apr-2016
Pivot 1 day 3 day
R1 162.84 163.04
PP 162.72 162.85
S1 162.61 162.67

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

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