Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 162.28 162.45 0.17 0.1% 162.70
High 162.79 162.60 -0.19 -0.1% 162.80
Low 162.21 161.57 -0.64 -0.4% 161.46
Close 162.36 161.88 -0.48 -0.3% 161.88
Range 0.58 1.03 0.45 77.6% 1.34
ATR 0.75 0.77 0.02 2.6% 0.00
Volume 868,168 299,158 -569,010 -65.5% 3,343,802
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 165.11 164.52 162.45
R3 164.08 163.49 162.16
R2 163.05 163.05 162.07
R1 162.46 162.46 161.97 162.24
PP 162.02 162.02 162.02 161.91
S1 161.43 161.43 161.79 161.21
S2 160.99 160.99 161.69
S3 159.96 160.40 161.60
S4 158.93 159.37 161.31
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 166.07 165.31 162.62
R3 164.73 163.97 162.25
R2 163.39 163.39 162.13
R1 162.63 162.63 162.00 162.34
PP 162.05 162.05 162.05 161.90
S1 161.29 161.29 161.76 161.00
S2 160.71 160.71 161.63
S3 159.37 159.95 161.51
S4 158.03 158.61 161.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.80 161.46 1.34 0.8% 0.80 0.5% 31% False False 668,760
10 164.17 161.46 2.71 1.7% 0.72 0.4% 15% False False 681,301
20 164.60 161.46 3.14 1.9% 0.69 0.4% 13% False False 650,410
40 164.60 160.81 3.79 2.3% 0.76 0.5% 28% False False 634,069
60 164.60 160.81 3.79 2.3% 0.74 0.5% 28% False False 450,049
80 164.60 156.28 8.32 5.1% 0.69 0.4% 67% False False 338,199
100 164.60 154.70 9.90 6.1% 0.60 0.4% 73% False False 270,587
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 0.13
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 166.98
2.618 165.30
1.618 164.27
1.000 163.63
0.618 163.24
HIGH 162.60
0.618 162.21
0.500 162.09
0.382 161.96
LOW 161.57
0.618 160.93
1.000 160.54
1.618 159.90
2.618 158.87
4.250 157.19
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 162.09 162.16
PP 162.02 162.07
S1 161.95 161.97

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

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