Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 29-Jul-2016
Day Change Summary
Previous Current
28-Jul-2016 29-Jul-2016 Change Change % Previous Week
Open 167.55 167.05 -0.50 -0.3% 166.42
High 167.62 168.00 0.38 0.2% 168.00
Low 167.12 166.92 -0.20 -0.1% 166.16
Close 167.41 167.81 0.40 0.2% 167.81
Range 0.50 1.08 0.58 116.0% 1.84
ATR 0.81 0.83 0.02 2.4% 0.00
Volume 603,893 364,278 -239,615 -39.7% 2,444,513
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 170.82 170.39 168.40
R3 169.74 169.31 168.11
R2 168.66 168.66 168.01
R1 168.23 168.23 167.91 168.45
PP 167.58 167.58 167.58 167.68
S1 167.15 167.15 167.71 167.37
S2 166.50 166.50 167.61
S3 165.42 166.07 167.51
S4 164.34 164.99 167.22
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 172.84 172.17 168.82
R3 171.00 170.33 168.32
R2 169.16 169.16 168.15
R1 168.49 168.49 167.98 168.83
PP 167.32 167.32 167.32 167.49
S1 166.65 166.65 167.64 166.99
S2 165.48 165.48 167.47
S3 163.64 164.81 167.30
S4 161.80 162.97 166.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168.00 166.16 1.84 1.1% 0.82 0.5% 90% True False 488,902
10 168.00 165.63 2.37 1.4% 0.72 0.4% 92% True False 508,863
20 168.13 165.63 2.50 1.5% 0.76 0.5% 87% False False 515,422
40 168.86 163.41 5.45 3.2% 0.78 0.5% 81% False False 587,508
60 168.86 161.82 7.04 4.2% 0.71 0.4% 85% False False 423,969
80 168.86 160.43 8.43 5.0% 0.65 0.4% 88% False False 319,612
100 168.86 160.12 8.74 5.2% 0.60 0.4% 88% False False 255,942
120 168.86 160.12 8.74 5.2% 0.51 0.3% 88% False False 213,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 172.59
2.618 170.83
1.618 169.75
1.000 169.08
0.618 168.67
HIGH 168.00
0.618 167.59
0.500 167.46
0.382 167.33
LOW 166.92
0.618 166.25
1.000 165.84
1.618 165.17
2.618 164.09
4.250 162.33
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 167.69 167.60
PP 167.58 167.39
S1 167.46 167.18

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

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