Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 163.80 163.52 -0.28 -0.2% 162.05
High 163.93 164.14 0.21 0.1% 163.93
Low 163.42 163.50 0.08 0.0% 161.84
Close 163.82 164.05 0.23 0.1% 163.82
Range 0.51 0.64 0.13 25.5% 2.09
ATR 0.77 0.76 -0.01 -1.2% 0.00
Volume 609,686 674,273 64,587 10.6% 3,320,811
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 165.82 165.57 164.40
R3 165.18 164.93 164.23
R2 164.54 164.54 164.17
R1 164.29 164.29 164.11 164.42
PP 163.90 163.90 163.90 163.96
S1 163.65 163.65 163.99 163.78
S2 163.26 163.26 163.93
S3 162.62 163.01 163.87
S4 161.98 162.37 163.70
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 169.47 168.73 164.97
R3 167.38 166.64 164.39
R2 165.29 165.29 164.20
R1 164.55 164.55 164.01 164.92
PP 163.20 163.20 163.20 163.38
S1 162.46 162.46 163.63 162.83
S2 161.11 161.11 163.44
S3 159.02 160.37 163.25
S4 156.93 158.28 162.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.14 161.90 2.24 1.4% 0.78 0.5% 96% True False 632,936
10 164.14 161.46 2.68 1.6% 0.76 0.5% 97% True False 660,577
20 164.17 161.46 2.71 1.7% 0.74 0.5% 96% False False 658,898
40 164.60 161.02 3.58 2.2% 0.70 0.4% 85% False False 615,103
60 164.60 160.81 3.79 2.3% 0.74 0.5% 85% False False 516,042
80 164.60 157.33 7.27 4.4% 0.70 0.4% 92% False False 388,067
100 164.60 154.70 9.90 6.0% 0.64 0.4% 94% False False 310,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.86
2.618 165.82
1.618 165.18
1.000 164.78
0.618 164.54
HIGH 164.14
0.618 163.90
0.500 163.82
0.382 163.74
LOW 163.50
0.618 163.10
1.000 162.86
1.618 162.46
2.618 161.82
4.250 160.78
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 163.97 163.85
PP 163.90 163.64
S1 163.82 163.44

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

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