Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 166.58 166.42 -0.16 -0.1% 166.27
High 166.68 166.80 0.12 0.1% 166.87
Low 166.01 166.16 0.15 0.1% 165.63
Close 166.37 166.72 0.35 0.2% 166.37
Range 0.67 0.64 -0.03 -4.5% 1.24
ATR 0.82 0.81 -0.01 -1.6% 0.00
Volume 403,368 495,606 92,238 22.9% 2,644,126
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 168.48 168.24 167.07
R3 167.84 167.60 166.90
R2 167.20 167.20 166.84
R1 166.96 166.96 166.78 167.08
PP 166.56 166.56 166.56 166.62
S1 166.32 166.32 166.66 166.44
S2 165.92 165.92 166.60
S3 165.28 165.68 166.54
S4 164.64 165.04 166.37
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% 0.65 0.4% 88% False False 520,719
10 167.47 165.63 1.84 1.1% 0.75 0.4% 59% False False 534,179
20 168.13 165.51 2.62 1.6% 0.78 0.5% 46% False False 545,304
40 168.86 162.36 6.50 3.9% 0.76 0.5% 67% False False 579,321
60 168.86 160.56 8.30 5.0% 0.70 0.4% 74% False False 392,023
80 168.86 160.43 8.43 5.1% 0.62 0.4% 75% False False 295,410
100 168.86 160.12 8.74 5.2% 0.57 0.3% 76% False False 236,453
120 168.86 159.95 8.91 5.3% 0.48 0.3% 76% False False 197,044
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 0.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 169.52
2.618 168.48
1.618 167.84
1.000 167.44
0.618 167.20
HIGH 166.80
0.618 166.56
0.500 166.48
0.382 166.40
LOW 166.16
0.618 165.76
1.000 165.52
1.618 165.12
2.618 164.48
4.250 163.44
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 166.64 166.55
PP 166.56 166.38
S1 166.48 166.22

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

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