Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 167.98 167.77 -0.21 -0.1% 166.05
High 168.13 167.79 -0.34 -0.2% 167.33
Low 167.58 167.25 -0.33 -0.2% 165.51
Close 167.72 167.57 -0.15 -0.1% 166.97
Range 0.55 0.54 -0.01 -1.8% 1.82
ATR 0.94 0.91 -0.03 -3.0% 0.00
Volume 556,051 484,922 -71,129 -12.8% 2,782,374
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 169.16 168.90 167.87
R3 168.62 168.36 167.72
R2 168.08 168.08 167.67
R1 167.82 167.82 167.62 167.68
PP 167.54 167.54 167.54 167.47
S1 167.28 167.28 167.52 167.14
S2 167.00 167.00 167.47
S3 166.46 166.74 167.42
S4 165.92 166.20 167.27
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% 0.98 0.6% 79% False False 506,876
10 168.86 163.52 5.34 3.2% 1.13 0.7% 76% False False 593,871
20 168.86 163.52 5.34 3.2% 0.83 0.5% 76% False False 600,791
40 168.86 162.12 6.74 4.0% 0.71 0.4% 81% False False 424,641
60 168.86 160.43 8.43 5.0% 0.64 0.4% 85% False False 285,411
80 168.86 160.12 8.74 5.2% 0.56 0.3% 85% False False 214,686
100 168.86 160.12 8.74 5.2% 0.48 0.3% 85% False False 171,754
120 168.86 156.54 12.32 7.4% 0.40 0.2% 90% False False 143,129
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.21
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 170.09
2.618 169.20
1.618 168.66
1.000 168.33
0.618 168.12
HIGH 167.79
0.618 167.58
0.500 167.52
0.382 167.46
LOW 167.25
0.618 166.92
1.000 166.71
1.618 166.38
2.618 165.84
4.250 164.96
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 167.55 167.68
PP 167.54 167.64
S1 167.52 167.61

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

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