Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 163.52 164.05 0.53 0.3% 162.05
High 164.14 164.36 0.22 0.1% 163.93
Low 163.50 163.86 0.36 0.2% 161.84
Close 164.05 164.26 0.21 0.1% 163.82
Range 0.64 0.50 -0.14 -21.9% 2.09
ATR 0.76 0.75 -0.02 -2.5% 0.00
Volume 674,273 562,603 -111,670 -16.6% 3,320,811
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 165.66 165.46 164.54
R3 165.16 164.96 164.40
R2 164.66 164.66 164.35
R1 164.46 164.46 164.31 164.56
PP 164.16 164.16 164.16 164.21
S1 163.96 163.96 164.21 164.06
S2 163.66 163.66 164.17
S3 163.16 163.46 164.12
S4 162.66 162.96 163.99
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
5 164.36 162.67 1.69 1.0% 0.64 0.4% 94% True False 598,100
10 164.36 161.53 2.83 1.7% 0.72 0.4% 96% True False 655,416
20 164.36 161.46 2.90 1.8% 0.73 0.4% 97% True False 654,532
40 164.60 161.02 3.58 2.2% 0.69 0.4% 91% False False 615,731
60 164.60 160.81 3.79 2.3% 0.73 0.4% 91% False False 525,394
80 164.60 157.38 7.22 4.4% 0.70 0.4% 95% False False 395,094
100 164.60 154.70 9.90 6.0% 0.64 0.4% 97% False False 316,159
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 166.49
2.618 165.67
1.618 165.17
1.000 164.86
0.618 164.67
HIGH 164.36
0.618 164.17
0.500 164.11
0.382 164.05
LOW 163.86
0.618 163.55
1.000 163.36
1.618 163.05
2.618 162.55
4.250 161.74
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 164.21 164.14
PP 164.16 164.01
S1 164.11 163.89

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

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