Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 164.14 164.41 0.27 0.2% 163.76
High 164.59 165.23 0.64 0.4% 165.23
Low 163.87 164.40 0.53 0.3% 163.39
Close 164.49 165.10 0.61 0.4% 165.10
Range 0.72 0.83 0.11 15.3% 1.84
ATR 0.66 0.68 0.01 1.8% 0.00
Volume 1,312,010 1,094,871 -217,139 -16.6% 4,473,819
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 167.40 167.08 165.56
R3 166.57 166.25 165.33
R2 165.74 165.74 165.25
R1 165.42 165.42 165.18 165.58
PP 164.91 164.91 164.91 164.99
S1 164.59 164.59 165.02 164.75
S2 164.08 164.08 164.95
S3 163.25 163.76 164.87
S4 162.42 162.93 164.64
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 170.09 169.44 166.11
R3 168.25 167.60 165.61
R2 166.41 166.41 165.44
R1 165.76 165.76 165.27 166.09
PP 164.57 164.57 164.57 164.74
S1 163.92 163.92 164.93 164.25
S2 162.73 162.73 164.76
S3 160.89 162.08 164.59
S4 159.05 160.24 164.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.23 163.39 1.84 1.1% 0.64 0.4% 93% True False 938,648
10 165.23 163.13 2.10 1.3% 0.62 0.4% 94% True False 768,350
20 165.23 163.06 2.17 1.3% 0.61 0.4% 94% True False 679,402
40 165.23 161.46 3.77 2.3% 0.68 0.4% 97% True False 673,221
60 165.23 160.81 4.42 2.7% 0.71 0.4% 97% True False 645,766
80 165.23 160.81 4.42 2.7% 0.71 0.4% 97% True False 541,022
100 165.23 157.05 8.18 5.0% 0.68 0.4% 98% True False 433,511
120 165.23 154.70 10.53 6.4% 0.62 0.4% 99% True False 361,315
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 0.21
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 168.76
2.618 167.40
1.618 166.57
1.000 166.06
0.618 165.74
HIGH 165.23
0.618 164.91
0.500 164.82
0.382 164.72
LOW 164.40
0.618 163.89
1.000 163.57
1.618 163.06
2.618 162.23
4.250 160.87
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 165.01 164.92
PP 164.91 164.73
S1 164.82 164.55

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

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