Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 166.33 167.30 0.97 0.6% 166.05
High 167.31 167.99 0.68 0.4% 167.33
Low 166.09 167.23 1.14 0.7% 165.51
Close 166.97 167.77 0.80 0.5% 166.97
Range 1.22 0.76 -0.46 -37.7% 1.82
ATR 0.97 0.97 0.00 0.4% 0.00
Volume 235,831 612,857 377,026 159.9% 2,782,374
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 169.94 169.62 168.19
R3 169.18 168.86 167.98
R2 168.42 168.42 167.91
R1 168.10 168.10 167.84 168.26
PP 167.66 167.66 167.66 167.75
S1 167.34 167.34 167.70 167.50
S2 166.90 166.90 167.63
S3 166.14 166.58 167.56
S4 165.38 165.82 167.35
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
5 167.99 165.51 2.48 1.5% 0.98 0.6% 91% True False 572,906
10 168.86 163.52 5.34 3.2% 1.12 0.7% 80% False False 613,419
20 168.86 163.52 5.34 3.2% 0.84 0.5% 80% False False 605,902
40 168.86 162.12 6.74 4.0% 0.70 0.4% 84% False False 398,985
60 168.86 160.43 8.43 5.0% 0.64 0.4% 87% False False 268,357
80 168.86 160.12 8.74 5.2% 0.57 0.3% 88% False False 201,676
100 168.86 160.12 8.74 5.2% 0.47 0.3% 88% False False 161,345
120 168.86 156.06 12.80 7.6% 0.40 0.2% 91% False False 134,454
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 171.22
2.618 169.98
1.618 169.22
1.000 168.75
0.618 168.46
HIGH 167.99
0.618 167.70
0.500 167.61
0.382 167.52
LOW 167.23
0.618 166.76
1.000 166.47
1.618 166.00
2.618 165.24
4.250 164.00
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 167.72 167.43
PP 167.66 167.09
S1 167.61 166.75

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

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