Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 30-Jun-2016
Day Change Summary
Previous Current
29-Jun-2016 30-Jun-2016 Change Change % Previous Week
Open 166.75 166.70 -0.05 0.0% 164.58
High 167.12 167.33 0.21 0.1% 168.86
Low 166.64 165.51 -1.13 -0.7% 163.52
Close 166.92 167.12 0.20 0.1% 165.99
Range 0.48 1.82 1.34 279.2% 5.34
ATR 0.88 0.95 0.07 7.6% 0.00
Volume 851,364 644,721 -206,643 -24.3% 3,271,479
Daily Pivots for day following 30-Jun-2016
Classic Woodie Camarilla DeMark
R4 172.11 171.44 168.12
R3 170.29 169.62 167.62
R2 168.47 168.47 167.45
R1 167.80 167.80 167.29 168.14
PP 166.65 166.65 166.65 166.82
S1 165.98 165.98 166.95 166.32
S2 164.83 164.83 166.79
S3 163.01 164.16 166.62
S4 161.19 162.34 166.12
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
5 168.86 165.51 3.35 2.0% 1.42 0.8% 48% False True 633,620
10 168.86 163.52 5.34 3.2% 1.04 0.6% 67% False False 642,187
20 168.86 163.41 5.45 3.3% 0.80 0.5% 68% False False 659,594
40 168.86 161.82 7.04 4.2% 0.69 0.4% 75% False False 378,242
60 168.86 160.43 8.43 5.0% 0.61 0.4% 79% False False 254,341
80 168.86 160.12 8.74 5.2% 0.56 0.3% 80% False False 191,072
100 168.86 160.12 8.74 5.2% 0.45 0.3% 80% False False 152,858
120 168.86 155.76 13.10 7.8% 0.38 0.2% 87% False False 127,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 175.07
2.618 172.09
1.618 170.27
1.000 169.15
0.618 168.45
HIGH 167.33
0.618 166.63
0.500 166.42
0.382 166.21
LOW 165.51
0.618 164.39
1.000 163.69
1.618 162.57
2.618 160.75
4.250 157.78
Fisher Pivots for day following 30-Jun-2016
Pivot 1 day 3 day
R1 166.89 166.89
PP 166.65 166.65
S1 166.42 166.42

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

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