Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 166.56 166.31 -0.25 -0.2% 167.85
High 166.74 166.45 -0.29 -0.2% 168.05
Low 166.15 165.63 -0.52 -0.3% 165.95
Close 166.32 166.17 -0.15 -0.1% 166.06
Range 0.59 0.82 0.23 39.0% 2.10
ATR 0.84 0.84 0.00 -0.2% 0.00
Volume 682,443 481,428 -201,015 -29.5% 2,917,795
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 168.54 168.18 166.62
R3 167.72 167.36 166.40
R2 166.90 166.90 166.32
R1 166.54 166.54 166.25 166.31
PP 166.08 166.08 166.08 165.97
S1 165.72 165.72 166.09 165.49
S2 165.26 165.26 166.02
S3 164.44 164.90 165.94
S4 163.62 164.08 165.72
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
5 166.87 165.63 1.24 0.7% 0.67 0.4% 44% False True 540,740
10 168.06 165.63 2.43 1.5% 0.75 0.4% 22% False True 557,091
20 168.86 163.52 5.34 3.2% 0.94 0.6% 50% False False 575,481
40 168.86 162.13 6.73 4.1% 0.76 0.5% 60% False False 559,101
60 168.86 160.52 8.34 5.0% 0.69 0.4% 68% False False 377,242
80 168.86 160.43 8.43 5.1% 0.62 0.4% 68% False False 284,216
100 168.86 160.12 8.74 5.3% 0.56 0.3% 69% False False 227,464
120 168.86 159.31 9.55 5.7% 0.47 0.3% 72% False False 189,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 169.94
2.618 168.60
1.618 167.78
1.000 167.27
0.618 166.96
HIGH 166.45
0.618 166.14
0.500 166.04
0.382 165.94
LOW 165.63
0.618 165.12
1.000 164.81
1.618 164.30
2.618 163.48
4.250 162.15
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 166.13 166.25
PP 166.08 166.22
S1 166.04 166.20

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

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