Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 166.67 167.07 0.40 0.2% 167.30
High 167.37 167.17 -0.20 -0.1% 168.13
Low 166.62 166.26 -0.36 -0.2% 167.23
Close 167.29 166.67 -0.62 -0.4% 167.79
Range 0.75 0.91 0.16 21.3% 0.90
ATR 0.89 0.90 0.01 1.1% 0.00
Volume 643,851 482,625 -161,226 -25.0% 2,066,191
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 169.43 168.96 167.17
R3 168.52 168.05 166.92
R2 167.61 167.61 166.84
R1 167.14 167.14 166.75 166.92
PP 166.70 166.70 166.70 166.59
S1 166.23 166.23 166.59 166.01
S2 165.79 165.79 166.50
S3 164.88 165.32 166.42
S4 163.97 164.41 166.17
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
5 168.06 166.26 1.80 1.1% 0.83 0.5% 23% False True 573,442
10 168.13 165.51 2.62 1.6% 0.90 0.5% 44% False False 540,159
20 168.86 163.52 5.34 3.2% 0.91 0.5% 59% False False 589,137
40 168.86 162.12 6.74 4.0% 0.74 0.4% 68% False False 494,394
60 168.86 160.43 8.43 5.1% 0.68 0.4% 74% False False 332,911
80 168.86 160.43 8.43 5.1% 0.60 0.4% 74% False False 250,526
100 168.86 160.12 8.74 5.2% 0.53 0.3% 75% False False 200,427
120 168.86 157.76 11.10 6.7% 0.44 0.3% 80% False False 167,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 171.04
2.618 169.55
1.618 168.64
1.000 168.08
0.618 167.73
HIGH 167.17
0.618 166.82
0.500 166.72
0.382 166.61
LOW 166.26
0.618 165.70
1.000 165.35
1.618 164.79
2.618 163.88
4.250 162.39
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 166.72 166.87
PP 166.70 166.80
S1 166.69 166.74

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

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