Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 17-May-2016
Day Change Summary
Previous Current
16-May-2016 17-May-2016 Change Change % Previous Week
Open 164.28 163.82 -0.46 -0.3% 163.52
High 164.28 164.17 -0.11 -0.1% 164.49
Low 163.75 163.49 -0.26 -0.2% 163.50
Close 163.92 164.15 0.23 0.1% 164.19
Range 0.53 0.68 0.15 28.3% 0.99
ATR 0.70 0.70 0.00 -0.2% 0.00
Volume 595,706 714,864 119,158 20.0% 2,805,469
Daily Pivots for day following 17-May-2016
Classic Woodie Camarilla DeMark
R4 165.98 165.74 164.52
R3 165.30 165.06 164.34
R2 164.62 164.62 164.27
R1 164.38 164.38 164.21 164.50
PP 163.94 163.94 163.94 164.00
S1 163.70 163.70 164.09 163.82
S2 163.26 163.26 164.03
S3 162.58 163.02 163.96
S4 161.90 162.34 163.78
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 167.03 166.60 164.73
R3 166.04 165.61 164.46
R2 165.05 165.05 164.37
R1 164.62 164.62 164.28 164.84
PP 164.06 164.06 164.06 164.17
S1 163.63 163.63 164.10 163.85
S2 163.07 163.07 164.01
S3 162.08 162.64 163.92
S4 161.09 161.65 163.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.49 163.49 1.00 0.6% 0.60 0.4% 66% False True 575,832
10 164.49 162.67 1.82 1.1% 0.62 0.4% 81% False False 586,966
20 164.49 161.46 3.03 1.8% 0.69 0.4% 89% False False 651,967
40 164.60 161.46 3.14 1.9% 0.68 0.4% 86% False False 614,248
60 164.60 160.81 3.79 2.3% 0.73 0.4% 88% False False 572,089
80 164.60 158.77 5.83 3.6% 0.71 0.4% 92% False False 431,038
100 164.60 155.33 9.27 5.6% 0.65 0.4% 95% False False 344,945
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 167.06
2.618 165.95
1.618 165.27
1.000 164.85
0.618 164.59
HIGH 164.17
0.618 163.91
0.500 163.83
0.382 163.75
LOW 163.49
0.618 163.07
1.000 162.81
1.618 162.39
2.618 161.71
4.250 160.60
Fisher Pivots for day following 17-May-2016
Pivot 1 day 3 day
R1 164.04 164.07
PP 163.94 163.98
S1 163.83 163.90

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

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