Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 22-Jul-2016
Day Change Summary
Previous Current
21-Jul-2016 22-Jul-2016 Change Change % Previous Week
Open 166.31 166.58 0.27 0.2% 166.27
High 166.45 166.68 0.23 0.1% 166.87
Low 165.63 166.01 0.38 0.2% 165.63
Close 166.17 166.37 0.20 0.1% 166.37
Range 0.82 0.67 -0.15 -18.3% 1.24
ATR 0.84 0.82 -0.01 -1.4% 0.00
Volume 481,428 403,368 -78,060 -16.2% 2,644,126
Daily Pivots for day following 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 168.36 168.04 166.74
R3 167.69 167.37 166.55
R2 167.02 167.02 166.49
R1 166.70 166.70 166.43 166.53
PP 166.35 166.35 166.35 166.27
S1 166.03 166.03 166.31 165.86
S2 165.68 165.68 166.25
S3 165.01 165.36 166.19
S4 164.34 164.69 166.00
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 170.01 169.43 167.05
R3 168.77 168.19 166.71
R2 167.53 167.53 166.60
R1 166.95 166.95 166.48 167.24
PP 166.29 166.29 166.29 166.44
S1 165.71 165.71 166.26 166.00
S2 165.05 165.05 166.14
S3 163.81 164.47 166.03
S4 162.57 163.23 165.69
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% 0.62 0.4% 60% False False 528,825
10 168.05 165.63 2.42 1.5% 0.74 0.4% 31% False False 556,192
20 168.86 165.51 3.35 2.0% 0.92 0.6% 26% False False 551,602
40 168.86 162.36 6.50 3.9% 0.76 0.5% 62% False False 568,010
60 168.86 160.56 8.30 5.0% 0.70 0.4% 70% False False 383,842
80 168.86 160.43 8.43 5.1% 0.62 0.4% 70% False False 289,239
100 168.86 160.12 8.74 5.3% 0.57 0.3% 72% False False 231,497
120 168.86 159.80 9.06 5.4% 0.47 0.3% 73% False False 192,914
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.53
2.618 168.43
1.618 167.76
1.000 167.35
0.618 167.09
HIGH 166.68
0.618 166.42
0.500 166.35
0.382 166.27
LOW 166.01
0.618 165.60
1.000 165.34
1.618 164.93
2.618 164.26
4.250 163.16
Fisher Pivots for day following 22-Jul-2016
Pivot 1 day 3 day
R1 166.36 166.31
PP 166.35 166.25
S1 166.35 166.19

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

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