Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 162.45 162.05 -0.40 -0.2% 162.70
High 162.60 162.40 -0.20 -0.1% 162.80
Low 161.57 161.84 0.27 0.2% 161.46
Close 161.88 161.86 -0.02 0.0% 161.88
Range 1.03 0.56 -0.47 -45.6% 1.34
ATR 0.77 0.76 -0.02 -2.0% 0.00
Volume 299,158 830,401 531,243 177.6% 3,343,802
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 163.71 163.35 162.17
R3 163.15 162.79 162.01
R2 162.59 162.59 161.96
R1 162.23 162.23 161.91 162.13
PP 162.03 162.03 162.03 161.99
S1 161.67 161.67 161.81 161.57
S2 161.47 161.47 161.76
S3 160.91 161.11 161.71
S4 160.35 160.55 161.55
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
5 162.79 161.46 1.33 0.8% 0.73 0.4% 30% False False 688,217
10 163.74 161.46 2.28 1.4% 0.70 0.4% 18% False False 698,457
20 164.60 161.46 3.14 1.9% 0.69 0.4% 13% False False 657,454
40 164.60 160.81 3.79 2.3% 0.74 0.5% 28% False False 637,596
60 164.60 160.81 3.79 2.3% 0.75 0.5% 28% False False 463,850
80 164.60 156.28 8.32 5.1% 0.68 0.4% 67% False False 348,579
100 164.60 154.70 9.90 6.1% 0.60 0.4% 72% False False 278,891
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 164.78
2.618 163.87
1.618 163.31
1.000 162.96
0.618 162.75
HIGH 162.40
0.618 162.19
0.500 162.12
0.382 162.05
LOW 161.84
0.618 161.49
1.000 161.28
1.618 160.93
2.618 160.37
4.250 159.46
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 162.12 162.18
PP 162.03 162.07
S1 161.95 161.97

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

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