Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 166.78 166.27 -0.51 -0.3% 167.85
High 166.84 166.67 -0.17 -0.1% 168.05
Low 165.95 166.17 0.22 0.1% 165.95
Close 166.06 166.36 0.30 0.2% 166.06
Range 0.89 0.50 -0.39 -43.8% 2.10
ATR 0.90 0.88 -0.02 -2.3% 0.00
Volume 462,946 536,134 73,188 15.8% 2,917,795
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 167.90 167.63 166.64
R3 167.40 167.13 166.50
R2 166.90 166.90 166.45
R1 166.63 166.63 166.41 166.77
PP 166.40 166.40 166.40 166.47
S1 166.13 166.13 166.31 166.27
S2 165.90 165.90 166.27
S3 165.40 165.63 166.22
S4 164.90 165.13 166.09
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 172.99 171.62 167.22
R3 170.89 169.52 166.64
R2 168.79 168.79 166.45
R1 167.42 167.42 166.25 167.06
PP 166.69 166.69 166.69 166.50
S1 165.32 165.32 165.87 164.96
S2 164.59 164.59 165.68
S3 162.49 163.22 165.48
S4 160.39 161.12 164.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.47 165.95 1.52 0.9% 0.84 0.5% 27% False False 547,639
10 168.13 165.95 2.18 1.3% 0.74 0.4% 19% False False 552,012
20 168.86 163.52 5.34 3.2% 0.92 0.6% 53% False False 578,698
40 168.86 162.13 6.73 4.0% 0.74 0.4% 63% False False 518,484
60 168.86 160.43 8.43 5.1% 0.69 0.4% 70% False False 349,310
80 168.86 160.43 8.43 5.1% 0.60 0.4% 70% False False 262,940
100 168.86 160.12 8.74 5.3% 0.54 0.3% 71% False False 210,417
120 168.86 158.21 10.65 6.4% 0.45 0.3% 77% False False 175,348
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 168.80
2.618 167.98
1.618 167.48
1.000 167.17
0.618 166.98
HIGH 166.67
0.618 166.48
0.500 166.42
0.382 166.36
LOW 166.17
0.618 165.86
1.000 165.67
1.618 165.36
2.618 164.86
4.250 164.05
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 166.42 166.56
PP 166.40 166.49
S1 166.38 166.43

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

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