Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 166.71 166.75 0.04 0.0% 164.58
High 166.90 167.12 0.22 0.1% 168.86
Low 166.27 166.64 0.37 0.2% 163.52
Close 166.86 166.92 0.06 0.0% 165.99
Range 0.63 0.48 -0.15 -23.8% 5.34
ATR 0.91 0.88 -0.03 -3.4% 0.00
Volume 519,761 851,364 331,603 63.8% 3,271,479
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 168.33 168.11 167.18
R3 167.85 167.63 167.05
R2 167.37 167.37 167.01
R1 167.15 167.15 166.96 167.26
PP 166.89 166.89 166.89 166.95
S1 166.67 166.67 166.88 166.78
S2 166.41 166.41 166.83
S3 165.93 166.19 166.79
S4 165.45 165.71 166.66
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% 1.28 0.8% 64% False False 680,866
10 168.86 163.52 5.34 3.2% 0.92 0.5% 64% False False 638,115
20 168.86 162.85 6.01 3.6% 0.75 0.4% 68% False False 665,008
40 168.86 161.74 7.12 4.3% 0.65 0.4% 73% False False 362,369
60 168.86 160.43 8.43 5.1% 0.59 0.4% 77% False False 243,657
80 168.86 160.12 8.74 5.2% 0.54 0.3% 78% False False 183,013
100 168.86 160.12 8.74 5.2% 0.44 0.3% 78% False False 146,411
120 168.86 155.69 13.17 7.9% 0.36 0.2% 85% False False 122,009
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 169.16
2.618 168.38
1.618 167.90
1.000 167.60
0.618 167.42
HIGH 167.12
0.618 166.94
0.500 166.88
0.382 166.82
LOW 166.64
0.618 166.34
1.000 166.16
1.618 165.86
2.618 165.38
4.250 164.60
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 166.91 166.80
PP 166.89 166.69
S1 166.88 166.57

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

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