Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 166.54 167.55 1.01 0.6% 166.27
High 167.61 167.62 0.01 0.0% 166.87
Low 166.36 167.12 0.76 0.5% 165.63
Close 167.36 167.41 0.05 0.0% 166.37
Range 1.25 0.50 -0.75 -60.0% 1.24
ATR 0.83 0.81 -0.02 -2.8% 0.00
Volume 455,486 603,893 148,407 32.6% 2,644,126
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 168.88 168.65 167.69
R3 168.38 168.15 167.55
R2 167.88 167.88 167.50
R1 167.65 167.65 167.46 167.52
PP 167.38 167.38 167.38 167.32
S1 167.15 167.15 167.36 167.02
S2 166.88 166.88 167.32
S3 166.38 166.65 167.27
S4 165.88 166.15 167.14
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
5 167.62 166.01 1.61 1.0% 0.73 0.4% 87% True False 496,720
10 167.62 165.63 1.99 1.2% 0.70 0.4% 89% True False 518,730
20 168.13 165.51 2.62 1.6% 0.80 0.5% 73% False False 529,444
40 168.86 162.85 6.01 3.6% 0.77 0.5% 76% False False 597,226
60 168.86 161.74 7.12 4.3% 0.70 0.4% 80% False False 418,061
80 168.86 160.43 8.43 5.0% 0.64 0.4% 83% False False 315,104
100 168.86 160.12 8.74 5.2% 0.59 0.4% 83% False False 252,299
120 168.86 160.12 8.74 5.2% 0.50 0.3% 83% False False 210,250
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.16
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 169.75
2.618 168.93
1.618 168.43
1.000 168.12
0.618 167.93
HIGH 167.62
0.618 167.43
0.500 167.37
0.382 167.31
LOW 167.12
0.618 166.81
1.000 166.62
1.618 166.31
2.618 165.81
4.250 165.00
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 167.40 167.27
PP 167.38 167.13
S1 167.37 166.99

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

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