Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 167.85 167.43 -0.42 -0.3% 167.30
High 168.05 167.47 -0.58 -0.3% 168.13
Low 167.43 166.32 -1.11 -0.7% 167.23
Close 167.58 166.65 -0.93 -0.6% 167.79
Range 0.62 1.15 0.53 85.5% 0.90
ATR 0.88 0.90 0.03 3.1% 0.00
Volume 715,733 612,640 -103,093 -14.4% 2,066,191
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 170.26 169.61 167.28
R3 169.11 168.46 166.97
R2 167.96 167.96 166.86
R1 167.31 167.31 166.76 167.06
PP 166.81 166.81 166.81 166.69
S1 166.16 166.16 166.54 165.91
S2 165.66 165.66 166.44
S3 164.51 165.01 166.33
S4 163.36 163.86 166.02
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 170.42 170.00 168.29
R3 169.52 169.10 168.04
R2 168.62 168.62 167.96
R1 168.20 168.20 167.87 168.41
PP 167.72 167.72 167.72 167.82
S1 167.30 167.30 167.71 167.51
S2 166.82 166.82 167.63
S3 165.92 166.40 167.54
S4 165.02 165.50 167.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168.13 166.32 1.81 1.1% 0.71 0.4% 18% False True 556,341
10 168.13 165.51 2.62 1.6% 0.85 0.5% 44% False False 564,624
20 168.86 163.52 5.34 3.2% 0.90 0.5% 59% False False 593,581
40 168.86 162.12 6.74 4.0% 0.73 0.4% 67% False False 467,048
60 168.86 160.43 8.43 5.1% 0.67 0.4% 74% False False 314,263
80 168.86 160.43 8.43 5.1% 0.58 0.3% 74% False False 236,445
100 168.86 160.12 8.74 5.2% 0.51 0.3% 75% False False 189,162
120 168.86 157.56 11.30 6.8% 0.42 0.3% 80% False False 157,635
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 172.36
2.618 170.48
1.618 169.33
1.000 168.62
0.618 168.18
HIGH 167.47
0.618 167.03
0.500 166.90
0.382 166.76
LOW 166.32
0.618 165.61
1.000 165.17
1.618 164.46
2.618 163.31
4.250 161.43
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 166.90 167.19
PP 166.81 167.01
S1 166.73 166.83

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

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