Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 164.36 168.50 4.14 2.5% 164.58
High 164.62 168.86 4.24 2.6% 168.86
Low 163.52 165.59 2.07 1.3% 163.52
Close 163.95 165.99 2.04 1.2% 165.99
Range 1.10 3.27 2.17 197.3% 5.34
ATR 0.63 0.93 0.31 48.7% 0.00
Volume 880,952 621,558 -259,394 -29.4% 3,271,479
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 176.62 174.58 167.79
R3 173.35 171.31 166.89
R2 170.08 170.08 166.59
R1 168.04 168.04 166.29 167.43
PP 166.81 166.81 166.81 166.51
S1 164.77 164.77 165.69 164.16
S2 163.54 163.54 165.39
S3 160.27 161.50 165.09
S4 157.00 158.23 164.19
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 182.14 179.41 168.93
R3 176.80 174.07 167.46
R2 171.46 171.46 166.97
R1 168.73 168.73 166.48 170.10
PP 166.12 166.12 166.12 166.81
S1 163.39 163.39 165.50 164.76
S2 160.78 160.78 165.01
S3 155.44 158.05 164.52
S4 150.10 152.71 163.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168.86 163.52 5.34 3.2% 1.19 0.7% 46% True False 654,295
10 168.86 163.52 5.34 3.2% 0.90 0.5% 46% True False 648,230
20 168.86 162.36 6.50 3.9% 0.73 0.4% 56% True False 613,337
40 168.86 160.56 8.30 5.0% 0.65 0.4% 65% True False 315,383
60 168.86 160.43 8.43 5.1% 0.57 0.3% 66% True False 212,111
80 168.86 160.12 8.74 5.3% 0.51 0.3% 67% True False 159,240
100 168.86 159.95 8.91 5.4% 0.42 0.3% 68% True False 127,392
120 168.86 155.53 13.33 8.0% 0.35 0.2% 78% True False 106,160
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 0.19
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 182.76
2.618 177.42
1.618 174.15
1.000 172.13
0.618 170.88
HIGH 168.86
0.618 167.61
0.500 167.23
0.382 166.84
LOW 165.59
0.618 163.57
1.000 162.32
1.618 160.30
2.618 157.03
4.250 151.69
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 167.23 166.19
PP 166.81 166.12
S1 166.40 166.06

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.