Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 06-Jul-2016
Day Change Summary
Previous Current
05-Jul-2016 06-Jul-2016 Change Change % Previous Week
Open 167.30 167.98 0.68 0.4% 166.05
High 167.99 168.13 0.14 0.1% 167.33
Low 167.23 167.58 0.35 0.2% 165.51
Close 167.77 167.72 -0.05 0.0% 166.97
Range 0.76 0.55 -0.21 -27.6% 1.82
ATR 0.97 0.94 -0.03 -3.1% 0.00
Volume 612,857 556,051 -56,806 -9.3% 2,782,374
Daily Pivots for day following 06-Jul-2016
Classic Woodie Camarilla DeMark
R4 169.46 169.14 168.02
R3 168.91 168.59 167.87
R2 168.36 168.36 167.82
R1 168.04 168.04 167.77 167.93
PP 167.81 167.81 167.81 167.75
S1 167.49 167.49 167.67 167.38
S2 167.26 167.26 167.62
S3 166.71 166.94 167.57
S4 166.16 166.39 167.42
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
5 168.13 165.51 2.62 1.6% 0.97 0.6% 84% True False 580,164
10 168.86 163.52 5.34 3.2% 1.12 0.7% 79% False False 619,097
20 168.86 163.52 5.34 3.2% 0.83 0.5% 79% False False 604,638
40 168.86 162.12 6.74 4.0% 0.70 0.4% 83% False False 412,563
60 168.86 160.43 8.43 5.0% 0.64 0.4% 86% False False 277,553
80 168.86 160.12 8.74 5.2% 0.56 0.3% 87% False False 208,624
100 168.86 160.12 8.74 5.2% 0.48 0.3% 87% False False 166,905
120 168.86 156.54 12.32 7.3% 0.40 0.2% 91% False False 139,088
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 170.47
2.618 169.57
1.618 169.02
1.000 168.68
0.618 168.47
HIGH 168.13
0.618 167.92
0.500 167.86
0.382 167.79
LOW 167.58
0.618 167.24
1.000 167.03
1.618 166.69
2.618 166.14
4.250 165.24
Fisher Pivots for day following 06-Jul-2016
Pivot 1 day 3 day
R1 167.86 167.52
PP 167.81 167.31
S1 167.77 167.11

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

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