Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 03-Aug-2016
Day Change Summary
Previous Current
02-Aug-2016 03-Aug-2016 Change Change % Previous Week
Open 167.35 166.54 -0.81 -0.5% 166.42
High 167.40 166.92 -0.48 -0.3% 168.00
Low 166.38 166.42 0.04 0.0% 166.16
Close 166.59 166.64 0.05 0.0% 167.81
Range 1.02 0.50 -0.52 -51.0% 1.84
ATR 0.82 0.80 -0.02 -2.8% 0.00
Volume 438,835 660,720 221,885 50.6% 2,444,513
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 168.16 167.90 166.92
R3 167.66 167.40 166.78
R2 167.16 167.16 166.73
R1 166.90 166.90 166.69 167.03
PP 166.66 166.66 166.66 166.73
S1 166.40 166.40 166.59 166.53
S2 166.16 166.16 166.55
S3 165.66 165.90 166.50
S4 165.16 165.40 166.37
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
5 168.00 166.38 1.62 1.0% 0.72 0.4% 16% False False 551,150
10 168.00 165.63 2.37 1.4% 0.76 0.5% 43% False False 511,689
20 168.06 165.63 2.43 1.5% 0.74 0.4% 42% False False 534,565
40 168.86 163.52 5.34 3.2% 0.79 0.5% 58% False False 569,601
60 168.86 162.12 6.74 4.0% 0.71 0.4% 67% False False 453,230
80 168.86 160.43 8.43 5.1% 0.66 0.4% 74% False False 341,806
100 168.86 160.12 8.74 5.2% 0.60 0.4% 75% False False 273,812
120 168.86 160.12 8.74 5.2% 0.52 0.3% 75% False False 228,182
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.05
2.618 168.23
1.618 167.73
1.000 167.42
0.618 167.23
HIGH 166.92
0.618 166.73
0.500 166.67
0.382 166.61
LOW 166.42
0.618 166.11
1.000 165.92
1.618 165.61
2.618 165.11
4.250 164.30
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 166.67 167.12
PP 166.66 166.96
S1 166.65 166.80

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

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