Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 166.70 166.33 -0.37 -0.2% 166.05
High 167.33 167.31 -0.02 0.0% 167.33
Low 165.51 166.09 0.58 0.4% 165.51
Close 167.12 166.97 -0.15 -0.1% 166.97
Range 1.82 1.22 -0.60 -33.0% 1.82
ATR 0.95 0.97 0.02 2.0% 0.00
Volume 644,721 235,831 -408,890 -63.4% 2,782,374
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 170.45 169.93 167.64
R3 169.23 168.71 167.31
R2 168.01 168.01 167.19
R1 167.49 167.49 167.08 167.75
PP 166.79 166.79 166.79 166.92
S1 166.27 166.27 166.86 166.53
S2 165.57 165.57 166.75
S3 164.35 165.05 166.63
S4 163.13 163.83 166.30
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 172.06 171.34 167.97
R3 170.24 169.52 167.47
R2 168.42 168.42 167.30
R1 167.70 167.70 167.14 168.06
PP 166.60 166.60 166.60 166.79
S1 165.88 165.88 166.80 166.24
S2 164.78 164.78 166.64
S3 162.96 164.06 166.47
S4 161.14 162.24 165.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.33 165.51 1.82 1.1% 1.01 0.6% 80% False False 556,474
10 168.86 163.52 5.34 3.2% 1.10 0.7% 65% False False 605,385
20 168.86 163.52 5.34 3.2% 0.82 0.5% 65% False False 626,762
40 168.86 162.12 6.74 4.0% 0.69 0.4% 72% False False 383,909
60 168.86 160.43 8.43 5.0% 0.63 0.4% 78% False False 258,204
80 168.86 160.12 8.74 5.2% 0.57 0.3% 78% False False 194,016
100 168.86 160.12 8.74 5.2% 0.47 0.3% 78% False False 155,216
120 168.86 156.06 12.80 7.7% 0.39 0.2% 85% False False 129,347
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 172.50
2.618 170.50
1.618 169.28
1.000 168.53
0.618 168.06
HIGH 167.31
0.618 166.84
0.500 166.70
0.382 166.56
LOW 166.09
0.618 165.34
1.000 164.87
1.618 164.12
2.618 162.90
4.250 160.91
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 166.88 166.79
PP 166.79 166.60
S1 166.70 166.42

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

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