Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 164.38 164.36 -0.02 0.0% 164.95
High 164.67 164.62 -0.05 0.0% 165.68
Low 164.17 163.52 -0.65 -0.4% 164.60
Close 164.23 163.95 -0.28 -0.2% 164.87
Range 0.50 1.10 0.60 120.0% 1.08
ATR 0.59 0.63 0.04 6.1% 0.00
Volume 737,186 880,952 143,766 19.5% 3,210,829
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 167.33 166.74 164.56
R3 166.23 165.64 164.25
R2 165.13 165.13 164.15
R1 164.54 164.54 164.05 164.29
PP 164.03 164.03 164.03 163.90
S1 163.44 163.44 163.85 163.19
S2 162.93 162.93 163.75
S3 161.83 162.34 163.65
S4 160.73 161.24 163.35
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 168.29 167.66 165.46
R3 167.21 166.58 165.17
R2 166.13 166.13 165.07
R1 165.50 165.50 164.97 165.28
PP 165.05 165.05 165.05 164.94
S1 164.42 164.42 164.77 164.20
S2 163.97 163.97 164.67
S3 162.89 163.34 164.57
S4 161.81 162.26 164.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.29 163.52 1.77 1.1% 0.65 0.4% 24% False True 650,754
10 165.68 163.52 2.16 1.3% 0.61 0.4% 20% False True 641,664
20 165.68 162.36 3.32 2.0% 0.59 0.4% 48% False False 584,418
40 165.68 160.56 5.12 3.1% 0.58 0.4% 66% False False 299,962
60 165.68 160.43 5.25 3.2% 0.52 0.3% 67% False False 201,784
80 165.68 160.12 5.56 3.4% 0.48 0.3% 69% False False 151,471
100 165.68 159.80 5.88 3.6% 0.38 0.2% 71% False False 121,177
120 165.68 155.42 10.26 6.3% 0.32 0.2% 83% False False 100,981
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 0.16
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 169.30
2.618 167.50
1.618 166.40
1.000 165.72
0.618 165.30
HIGH 164.62
0.618 164.20
0.500 164.07
0.382 163.94
LOW 163.52
0.618 162.84
1.000 162.42
1.618 161.74
2.618 160.64
4.250 158.85
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 164.07 164.10
PP 164.03 164.05
S1 163.99 164.00

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

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