Euro Bund Future June 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 164.41 165.12 0.71 0.4% 163.76
High 165.23 165.17 -0.06 0.0% 165.23
Low 164.40 164.86 0.46 0.3% 163.39
Close 165.10 164.95 -0.15 -0.1% 165.10
Range 0.83 0.31 -0.52 -62.7% 1.84
ATR 0.68 0.65 -0.03 -3.9% 0.00
Volume 1,094,871 517,163 -577,708 -52.8% 4,473,819
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 165.92 165.75 165.12
R3 165.61 165.44 165.04
R2 165.30 165.30 165.01
R1 165.13 165.13 164.98 165.06
PP 164.99 164.99 164.99 164.96
S1 164.82 164.82 164.92 164.75
S2 164.68 164.68 164.89
S3 164.37 164.51 164.86
S4 164.06 164.20 164.78
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% 0.61 0.4% 85% False False 998,196
10 165.23 163.13 2.10 1.3% 0.60 0.4% 87% False False 757,017
20 165.23 163.06 2.17 1.3% 0.60 0.4% 87% False False 674,776
40 165.23 161.46 3.77 2.3% 0.68 0.4% 93% False False 670,264
60 165.23 160.81 4.42 2.7% 0.70 0.4% 94% False False 634,880
80 165.23 160.81 4.42 2.7% 0.71 0.4% 94% False False 547,341
100 165.23 157.07 8.16 4.9% 0.68 0.4% 97% False False 438,673
120 165.23 154.70 10.53 6.4% 0.63 0.4% 97% False False 365,625
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 166.49
2.618 165.98
1.618 165.67
1.000 165.48
0.618 165.36
HIGH 165.17
0.618 165.05
0.500 165.02
0.382 164.98
LOW 164.86
0.618 164.67
1.000 164.55
1.618 164.36
2.618 164.05
4.250 163.54
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 165.02 164.82
PP 164.99 164.68
S1 164.97 164.55

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

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