Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 167.05 167.84 0.79 0.5% 166.42
High 168.00 167.85 -0.15 -0.1% 168.00
Low 166.92 167.37 0.45 0.3% 166.16
Close 167.81 167.45 -0.36 -0.2% 167.81
Range 1.08 0.48 -0.60 -55.6% 1.84
ATR 0.83 0.80 -0.02 -3.0% 0.00
Volume 364,278 688,028 323,750 88.9% 2,444,513
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 169.00 168.70 167.71
R3 168.52 168.22 167.58
R2 168.04 168.04 167.54
R1 167.74 167.74 167.49 167.65
PP 167.56 167.56 167.56 167.51
S1 167.26 167.26 167.41 167.17
S2 167.08 167.08 167.36
S3 166.60 166.78 167.32
S4 166.12 166.30 167.19
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
5 168.00 166.36 1.64 1.0% 0.78 0.5% 66% False False 527,387
10 168.00 165.63 2.37 1.4% 0.72 0.4% 77% False False 524,053
20 168.13 165.63 2.50 1.5% 0.73 0.4% 73% False False 538,032
40 168.86 163.52 5.34 3.2% 0.77 0.5% 74% False False 582,397
60 168.86 162.12 6.74 4.0% 0.70 0.4% 79% False False 435,283
80 168.86 160.43 8.43 5.0% 0.65 0.4% 83% False False 328,161
100 168.86 160.12 8.74 5.2% 0.60 0.4% 84% False False 262,819
120 168.86 160.12 8.74 5.2% 0.51 0.3% 84% False False 219,019
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 169.89
2.618 169.11
1.618 168.63
1.000 168.33
0.618 168.15
HIGH 167.85
0.618 167.67
0.500 167.61
0.382 167.55
LOW 167.37
0.618 167.07
1.000 166.89
1.618 166.59
2.618 166.11
4.250 165.33
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 167.61 167.46
PP 167.56 167.46
S1 167.50 167.45

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

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