Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 166.81 166.54 -0.27 -0.2% 166.27
High 167.03 167.61 0.58 0.3% 166.87
Low 166.42 166.36 -0.06 0.0% 165.63
Close 166.49 167.36 0.87 0.5% 166.37
Range 0.61 1.25 0.64 104.9% 1.24
ATR 0.80 0.83 0.03 4.1% 0.00
Volume 525,250 455,486 -69,764 -13.3% 2,644,126
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 170.86 170.36 168.05
R3 169.61 169.11 167.70
R2 168.36 168.36 167.59
R1 167.86 167.86 167.47 168.11
PP 167.11 167.11 167.11 167.24
S1 166.61 166.61 167.25 166.86
S2 165.86 165.86 167.13
S3 164.61 165.36 167.02
S4 163.36 164.11 166.67
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
5 167.61 165.63 1.98 1.2% 0.80 0.5% 87% True False 472,227
10 167.61 165.63 1.98 1.2% 0.74 0.4% 87% True False 506,603
20 168.13 165.51 2.62 1.6% 0.80 0.5% 71% False False 541,818
40 168.86 162.85 6.01 3.6% 0.77 0.5% 75% False False 595,837
60 168.86 160.97 7.89 4.7% 0.71 0.4% 81% False False 408,223
80 168.86 160.43 8.43 5.0% 0.64 0.4% 82% False False 307,613
100 168.86 160.12 8.74 5.2% 0.59 0.4% 83% False False 246,260
120 168.86 160.05 8.81 5.3% 0.49 0.3% 83% False False 205,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 172.92
2.618 170.88
1.618 169.63
1.000 168.86
0.618 168.38
HIGH 167.61
0.618 167.13
0.500 166.99
0.382 166.84
LOW 166.36
0.618 165.59
1.000 165.11
1.618 164.34
2.618 163.09
4.250 161.05
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 167.24 167.20
PP 167.11 167.04
S1 166.99 166.89

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.